+141.8%
UMC vs MSCI
-10.9%
+152.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.8% | +8.8% | +6.4% |
| 7D | +6.6% | -2.1% | +8.7% | +7.2% |
| 30D | +16.6% | -1.7% | +18.3% | +17.0% |
| 3M | +11.0% | -8.2% | +19.2% | +12.8% |
| 6M | +131.3% | -2.4% | +133.7% | +128.7% |
| YTD | +182.5% | -2.8% | +185.3% | +176.6% |
| 1Y | +222.3% | -2.7% | +224.9% | +213.5% |
| 3Y | +253.0% | +7.3% | +245.7% | +215.2% |
| 5Y | +141.8% | -11.4% | +153.3% | +114.5% |
| All | +141.8% | -10.9% | +152.7% | +114.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling