+139.7%
UMC vs MSI
+76.1%
+63.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | +17.8% | +2.6% | +15.2% | +17.7% |
| 30D | -29.6% | +18.1% | -47.7% | -30.4% |
| 3M | -18.4% | +13.2% | -31.6% | -18.9% |
| 6M | -0.1% | +36.3% | -36.4% | -4.0% |
| YTD | +104.0% | +39.5% | +64.5% | +93.4% |
| 1Y | +121.5% | +36.9% | +84.6% | +111.1% |
| All | +139.7% | +76.1% | +63.6% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling