+121.7%
UMC vs MSCI
+15.9%
+105.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.7% | +6.2% | +7.1% |
| 7D | +0.1% | -1.9% | +2.0% | -0.7% |
| 30D | -28.7% | +16.5% | -45.2% | -24.5% |
| 3M | -15.1% | +18.2% | -33.3% | -9.4% |
| 6M | +5.0% | +14.0% | -9.0% | +12.2% |
| YTD | +108.2% | +16.6% | +91.6% | +125.1% |
| 1Y | +121.7% | +14.8% | +106.9% | +138.4% |
| All | +121.7% | +15.9% | +105.8% | +138.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling