+1,006.9%
UMC vs MSCI
+3,197.7%
-2,190.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.7% | +6.2% | +6.6% |
| 7D | +0.1% | -1.9% | +2.0% | +1.1% |
| 30D | -28.7% | +16.5% | -45.2% | -33.2% |
| 3M | -15.1% | +18.2% | -33.3% | -21.3% |
| 6M | +5.0% | +14.0% | -9.0% | -2.7% |
| YTD | +108.2% | +16.6% | +91.6% | +88.8% |
| 1Y | +121.7% | +14.8% | +106.9% | +102.2% |
| 3Y | +139.8% | +33.3% | +106.5% | +98.5% |
| 5Y | +85.1% | +9.1% | +76.0% | +63.9% |
| 10Y | +1,341.4% | +820.4% | +521.0% | +357.5% |
| All | +1,006.9% | +3,197.7% | -2,190.8% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling