+925.0%
UMC vs MSCI
+3,122.5%
-2,197.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.7% | +7.2% |
| 7D | -9.2% | +1.5% | -10.6% | -9.6% |
| 30D | -35.1% | +14.4% | -49.5% | -38.8% |
| 3M | -20.5% | +15.2% | -35.7% | -25.5% |
| 6M | -1.7% | +11.2% | -13.0% | -8.0% |
| YTD | +92.8% | +13.9% | +78.8% | +76.4% |
| 1Y | +104.5% | +12.5% | +92.0% | +87.9% |
| 3Y | +129.8% | +32.3% | +97.6% | +90.7% |
| 5Y | +74.0% | +4.9% | +69.1% | +56.5% |
| 10Y | +1,198.4% | +779.7% | +418.7% | +320.2% |
| All | +925.0% | +3,122.5% | -2,197.5% | +40.5% |
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 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