+1,857.3%
UMC vs MSCI
+615.8%
+1,241.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.8% |
| 7D | +13.6% | -1.1% | +14.7% | +13.9% |
| 30D | +20.8% | -1.2% | +21.9% | +20.9% |
| 3M | +16.1% | -8.4% | +24.5% | +18.0% |
| 6M | +137.3% | -1.0% | +138.3% | +134.1% |
| YTD | +193.8% | -2.3% | +196.0% | +188.4% |
| 1Y | +236.1% | -1.2% | +237.3% | +227.0% |
| 3Y | +267.1% | +7.9% | +259.2% | +236.5% |
| 5Y | +145.3% | -10.1% | +155.3% | +132.2% |
| 10Y | +1,857.3% | +631.0% | +1,226.4% | +906.6% |
| All | +1,857.3% | +615.8% | +1,241.6% | +906.6% |
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