-0.1%
UMC vs MSI
+34.7%
-34.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -2.5% |
| 7D | +17.8% | +2.6% | +15.2% | +19.5% |
| 30D | -29.6% | +18.1% | -47.7% | -22.4% |
| 3M | -18.4% | +13.2% | -31.6% | -10.6% |
| 6M | -0.1% | +36.3% | -36.4% | +12.2% |
| All | -0.1% | +34.7% | -34.8% | +12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling