+115.0%
UMC vs MSFU
-2.2%
+117.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +13.5% | -15.5% | -3.3% |
| 7D | -14.7% | +8.2% | -22.8% | -15.3% |
| 30D | -32.9% | +10.2% | -43.1% | -33.4% |
| 3M | -22.2% | +22.9% | -45.0% | -23.7% |
| 6M | +25.9% | +63.2% | -37.3% | +22.3% |
| YTD | +107.9% | +11.7% | +96.2% | +125.8% |
| 1Y | +115.0% | -3.5% | +118.5% | +138.0% |
| All | +115.0% | -2.2% | +117.2% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 1y: compounded portfolio wealth divided by compounded MSFU 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…
1y analysis · Full analysis span regression · 6 months rolling