+144.1%
UMC vs MKSI
+84.1%
+60.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.5% |
| 7D | +9.0% | +2.7% | +6.3% | +7.9% |
| 30D | +17.2% | -12.8% | +30.0% | +23.8% |
| 3M | +11.4% | -22.5% | +33.9% | +23.6% |
| 6M | +137.5% | +19.4% | +118.1% | +120.6% |
| YTD | +193.1% | +67.7% | +125.4% | +135.7% |
| 1Y | +240.3% | +131.4% | +108.9% | +134.9% |
| 3Y | +262.2% | +197.3% | +64.9% | +98.8% |
| All | +144.1% | +84.1% | +60.0% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling