+317.1%
UMC vs MSFU
+72.2%
+244.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.3% | +7.4% | +5.6% |
| 7D | +6.6% | -3.2% | +9.8% | +7.2% |
| 30D | +16.6% | -3.1% | +19.7% | +17.0% |
| 3M | +11.0% | +35.3% | -24.2% | +2.0% |
| 6M | +131.3% | +31.6% | +99.7% | +111.6% |
| YTD | +182.5% | -9.5% | +192.0% | +185.9% |
| 1Y | +222.3% | -18.4% | +240.7% | +234.4% |
| 3Y | +253.0% | +26.9% | +226.1% | +188.7% |
| All | +317.1% | +72.2% | +244.9% | +182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling