+115.0%
UMC vs MSI
+28.6%
+86.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -1.8% |
| 7D | -14.7% | +2.8% | -17.5% | -14.1% |
| 30D | -32.9% | +9.1% | -42.0% | -31.6% |
| 3M | -22.2% | +12.5% | -34.7% | -20.2% |
| 6M | +25.9% | +14.2% | +11.7% | +30.2% |
| YTD | +107.9% | +30.7% | +77.2% | +122.6% |
| 1Y | +115.0% | +27.5% | +87.5% | +144.4% |
| All | +115.0% | +28.6% | +86.5% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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