+165.7%
UMC vs MAS
+838.8%
-673.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.6% | -7.7% | -4.5% |
| 7D | -14.7% | +14.2% | -28.8% | -19.7% |
| 30D | -32.9% | +26.8% | -59.7% | -39.9% |
| 3M | -22.2% | +13.1% | -35.3% | -27.1% |
| 6M | +25.9% | +27.9% | -2.0% | +11.1% |
| YTD | +107.9% | +38.7% | +69.3% | +74.3% |
| 1Y | +115.0% | +40.4% | +74.7% | +78.9% |
| 3Y | +137.6% | +66.1% | +71.5% | +77.9% |
| 5Y | +95.9% | +47.4% | +48.4% | +52.6% |
| 10Y | +1,300.5% | +238.3% | +1,062.1% | +605.7% |
| All | +165.7% | +838.8% | -673.2% | -45.9% |
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