+129.8%
UMC vs MSCI
+32.0%
+97.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.7% | +7.5% |
| 7D | -9.2% | +1.5% | -10.6% | -9.1% |
| 30D | -35.1% | +14.4% | -49.5% | -35.5% |
| 3M | -20.5% | +15.2% | -35.7% | -20.9% |
| 6M | -1.7% | +11.2% | -13.0% | -2.4% |
| YTD | +92.8% | +13.9% | +78.8% | +89.6% |
| 1Y | +104.5% | +12.5% | +92.0% | +101.7% |
| 3Y | +129.8% | +32.3% | +97.6% | +111.4% |
| All | +129.8% | +32.0% | +97.8% | +111.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling