+243.6%
UMC vs MAS
+686.1%
-442.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.8% | +3.8% |
| 7D | +5.0% | -0.8% | +5.7% | +5.2% |
| 30D | +7.7% | -5.6% | +13.2% | +10.1% |
| 3M | +1.7% | +4.4% | -2.8% | -1.3% |
| 6M | +113.9% | +7.2% | +106.7% | +104.4% |
| YTD | +168.9% | +16.1% | +152.8% | +145.7% |
| 1Y | +207.2% | +0.1% | +207.1% | +198.0% |
| 3Y | +227.7% | +28.3% | +199.4% | +176.3% |
| 5Y | +118.0% | +30.5% | +87.6% | +80.5% |
| 10Y | +1,682.1% | +139.1% | +1,543.0% | +950.9% |
| All | +243.6% | +686.1% | -442.6% | -23.7% |
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