+207.2%
UMC vs MSTZ
-29.5%
+236.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +4.7% |
| 7D | +5.0% | -29.7% | +34.7% | +3.2% |
| 30D | +7.7% | -65.3% | +73.0% | +1.7% |
| 3M | +1.7% | -57.3% | +59.0% | -0.5% |
| 6M | +113.9% | -61.6% | +175.6% | +111.9% |
| YTD | +168.9% | -78.3% | +247.2% | +165.1% |
| 1Y | +207.2% | -30.2% | +237.4% | +243.6% |
| All | +207.2% | -29.5% | +236.7% | +243.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling