+1,329.7%
UMC vs MSCI
+2,756.4%
-1,426.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +5.0% | +0.4% | +4.6% | +4.7% |
| 30D | +7.7% | +0.6% | +7.1% | +7.2% |
| 3M | +1.7% | -7.1% | +8.7% | +3.1% |
| 6M | +113.9% | +0.8% | +113.1% | +109.2% |
| YTD | +168.9% | +1.0% | +167.9% | +160.0% |
| 1Y | +207.2% | +4.3% | +202.9% | +191.2% |
| 3Y | +227.7% | +9.9% | +217.7% | +195.0% |
| 5Y | +118.0% | -6.8% | +124.8% | +106.4% |
| 10Y | +1,682.1% | +614.7% | +1,067.5% | +533.2% |
| All | +1,329.7% | +2,756.4% | -1,426.7% | +107.0% |
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