+120.4%
UMC vs MSFU
-13.0%
+133.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.3% |
| 7D | +11.2% | -2.8% | +14.0% | +11.5% |
| 30D | -28.0% | -5.3% | -22.7% | -27.4% |
| 3M | -20.5% | +7.2% | -27.8% | -20.7% |
| 6M | -1.6% | +51.0% | -52.6% | -3.3% |
| YTD | +99.4% | -1.2% | +100.6% | +120.7% |
| 1Y | +120.4% | -10.3% | +130.7% | +145.3% |
| All | +120.4% | -13.0% | +133.4% | +145.3% |
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