+121.3%
UMC vs MAS
+806.5%
-685.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.4% | -13.2% | -15.2% |
| 7D | -25.8% | +4.6% | -30.4% | -27.2% |
| 30D | -42.3% | +19.9% | -62.2% | -46.9% |
| 3M | -30.6% | +8.9% | -39.5% | -33.8% |
| 6M | -2.8% | +20.2% | -23.0% | -11.8% |
| YTD | +73.2% | +33.9% | +39.3% | +47.8% |
| 1Y | +75.5% | +34.7% | +40.8% | +49.0% |
| 3Y | +98.0% | +60.4% | +37.6% | +50.9% |
| 5Y | +62.7% | +43.5% | +19.3% | +28.6% |
| 10Y | +1,066.8% | +226.7% | +840.1% | +498.2% |
| All | +121.3% | +806.5% | -685.2% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling