+333.7%
UMC vs MSFU
+70.7%
+263.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.2% |
| 7D | +13.6% | -2.3% | +16.0% | +14.0% |
| 30D | +20.8% | -6.3% | +27.0% | +22.1% |
| 3M | +16.1% | +40.0% | -23.8% | +5.7% |
| 6M | +137.3% | +30.1% | +107.2% | +117.6% |
| YTD | +193.8% | -10.3% | +204.1% | +197.9% |
| 1Y | +236.1% | -19.0% | +255.1% | +249.3% |
| 3Y | +267.1% | +25.8% | +241.3% | +200.7% |
| All | +333.7% | +70.7% | +263.0% | +193.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling