+274.5%
UMC vs MKSI
+952.5%
-678.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.4% |
| 7D | +9.0% | +2.7% | +6.3% | +7.7% |
| 30D | +17.2% | -12.8% | +30.0% | +24.4% |
| 3M | +11.4% | -22.5% | +33.9% | +24.7% |
| 6M | +137.5% | +19.4% | +118.1% | +115.3% |
| YTD | +193.1% | +67.7% | +125.4% | +124.0% |
| 1Y | +240.3% | +131.4% | +108.9% | +118.2% |
| 3Y | +262.2% | +197.3% | +64.9% | +83.2% |
| 5Y | +143.1% | +87.0% | +56.2% | +48.3% |
| 10Y | +1,853.0% | +522.1% | +1,330.9% | +437.5% |
| All | +274.5% | +952.5% | -678.0% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling