+1,272.7%
UMC vs MSCI
+811.9%
+460.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.7% |
| 7D | +11.2% | +3.0% | +8.2% | +10.2% |
| 30D | -28.0% | +17.8% | -45.8% | -31.9% |
| 3M | -20.5% | +15.2% | -35.7% | -24.5% |
| 6M | -1.6% | +16.5% | -18.0% | -8.1% |
| YTD | +99.4% | +16.4% | +83.0% | +84.2% |
| 1Y | +120.4% | +16.8% | +103.6% | +103.2% |
| 3Y | +134.2% | +35.8% | +98.5% | +97.7% |
| 5Y | +78.8% | +7.0% | +71.9% | +59.6% |
| All | +1,272.7% | +811.9% | +460.9% | +559.8% |
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