+186.6%
UMC vs MSTU
-88.1%
+274.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.8% | +4.3% | -2.2% |
| 7D | +11.4% | -22.0% | +33.4% | +12.7% |
| 30D | +16.8% | +60.3% | -43.5% | +12.8% |
| 3M | +19.1% | -3.7% | +22.8% | +17.1% |
| 6M | +137.4% | -45.2% | +182.6% | +138.2% |
| YTD | +186.4% | -64.3% | +250.7% | +187.9% |
| 1Y | +229.1% | -94.0% | +323.1% | +256.1% |
| All | +186.6% | -88.1% | +274.7% | +181.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling