+249.1%
UMC vs MSI
+69.2%
+179.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.1% | +5.2% |
| 7D | +6.6% | -5.8% | +12.3% | +7.5% |
| 30D | +16.6% | -1.0% | +17.5% | +16.7% |
| 3M | +11.0% | +14.2% | -3.1% | +8.4% |
| 6M | +131.3% | +1.0% | +130.2% | +131.5% |
| YTD | +182.5% | +21.5% | +161.0% | +169.8% |
| 1Y | +222.3% | -2.1% | +224.4% | +227.9% |
| All | +249.1% | +69.2% | +179.9% | +185.5% |
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