+1,798.0%
UMC vs MSI
+601.8%
+1,196.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | +11.4% | -1.8% | +13.1% | +12.0% |
| 30D | +16.8% | -0.6% | +17.4% | +16.9% |
| 3M | +19.1% | +13.0% | +6.1% | +13.0% |
| 6M | +137.4% | +0.5% | +136.9% | +134.4% |
| YTD | +186.4% | +21.7% | +164.7% | +161.5% |
| 1Y | +229.1% | -2.6% | +231.7% | +227.5% |
| 3Y | +257.9% | +69.7% | +188.2% | +178.5% |
| 5Y | +137.5% | +102.8% | +34.8% | +70.1% |
| All | +1,798.0% | +601.8% | +1,196.1% | +944.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling