+160.7%
UMC vs MSI
+531.8%
-371.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | +17.8% | +2.6% | +15.2% | +16.5% |
| 30D | -29.6% | +18.1% | -47.7% | -35.5% |
| 3M | -18.4% | +13.2% | -31.6% | -24.0% |
| 6M | -0.1% | +36.3% | -36.4% | -15.9% |
| YTD | +104.0% | +39.5% | +64.5% | +67.7% |
| 1Y | +121.5% | +36.9% | +84.6% | +83.7% |
| 3Y | +135.0% | +76.1% | +58.9% | +68.2% |
| 5Y | +83.0% | +123.7% | -40.7% | +15.0% |
| 10Y | +1,312.7% | +664.3% | +648.4% | +342.1% |
| All | +160.7% | +531.8% | -371.1% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling