+194.0%
UMC vs MSTU
-87.2%
+281.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.4% | +9.4% | +4.3% |
| 7D | +13.6% | +12.9% | +0.7% | +12.5% |
| 30D | +20.8% | +68.3% | -47.6% | +16.4% |
| 3M | +16.1% | +0.4% | +15.8% | +14.0% |
| 6M | +137.3% | -41.5% | +178.8% | +137.3% |
| YTD | +193.8% | -61.7% | +255.5% | +194.3% |
| 1Y | +236.1% | -93.7% | +329.7% | +262.7% |
| All | +194.0% | -87.2% | +281.2% | +187.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling