+115.0%
UMC vs MKSI
+40.1%
+74.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.0% | +2.9% | +0.3% |
| 7D | -14.7% | -10.7% | -4.0% | -10.0% |
| 30D | -32.9% | -30.5% | -2.4% | -20.8% |
| 3M | -22.2% | -39.2% | +17.0% | -3.1% |
| 6M | +25.9% | -33.0% | +58.9% | +57.2% |
| YTD | +107.9% | +22.3% | +85.6% | +141.2% |
| 1Y | +115.0% | +42.7% | +72.3% | +149.4% |
| All | +115.0% | +40.1% | +74.9% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling