+182.7%
UMC vs MSTU
-86.5%
+269.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -8.6% | +13.7% | +5.5% |
| 7D | +6.6% | +16.1% | -9.5% | +5.5% |
| 30D | +16.6% | +68.7% | -52.1% | +12.3% |
| 3M | +11.0% | -11.0% | +22.0% | +9.6% |
| 6M | +131.3% | -33.4% | +164.7% | +130.0% |
| YTD | +182.5% | -59.5% | +242.0% | +182.3% |
| 1Y | +222.3% | -93.4% | +315.6% | +247.0% |
| All | +182.7% | -86.5% | +269.2% | +175.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling