+145.3%
UMC vs MSI
+97.7%
+47.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.2% |
| 7D | +13.6% | -4.0% | +17.6% | +15.3% |
| 30D | +20.8% | -0.5% | +21.2% | +20.8% |
| 3M | +16.1% | +11.4% | +4.7% | +10.3% |
| 6M | +137.3% | +1.0% | +136.3% | +134.0% |
| YTD | +193.8% | +20.7% | +173.1% | +164.8% |
| 1Y | +236.1% | -2.7% | +238.8% | +236.9% |
| 3Y | +267.1% | +68.2% | +198.9% | +155.8% |
| 5Y | +145.3% | +100.0% | +45.3% | +46.1% |
| All | +145.3% | +97.7% | +47.5% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling