+193.4%
UMC vs MSTU
-87.7%
+281.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +2.2% |
| 7D | +9.0% | -16.6% | +25.6% | +9.9% |
| 30D | +17.2% | +69.7% | -52.5% | +12.9% |
| 3M | +11.4% | -7.5% | +18.9% | +9.8% |
| 6M | +137.5% | -43.1% | +180.6% | +137.8% |
| YTD | +193.1% | -63.0% | +256.1% | +194.1% |
| 1Y | +240.3% | -93.8% | +334.1% | +267.6% |
| All | +193.4% | -87.7% | +281.0% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 10y: compounded portfolio wealth divided by compounded MSTU 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…
10y analysis · Full analysis span regression · 6 months rolling