+1,341.4%
UMC vs MSCI
+809.1%
+532.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.7% | +6.2% | +6.7% |
| 7D | +0.1% | -1.9% | +2.0% | +0.9% |
| 30D | -28.7% | +16.5% | -45.2% | -32.3% |
| 3M | -15.1% | +18.2% | -33.3% | -20.1% |
| 6M | +5.0% | +14.0% | -9.0% | -1.2% |
| YTD | +108.2% | +16.6% | +91.6% | +92.3% |
| 1Y | +121.7% | +14.8% | +106.9% | +105.8% |
| 3Y | +139.8% | +33.3% | +106.5% | +104.1% |
| 5Y | +85.1% | +9.1% | +76.0% | +64.2% |
| 10Y | +1,341.4% | +820.4% | +521.0% | +604.9% |
| All | +1,341.4% | +809.1% | +532.3% | +604.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling