+193.4%
UMC vs MSTZ
-99.1%
+292.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.8% | +6.1% | +2.2% |
| 7D | +9.0% | +17.0% | -8.0% | +9.9% |
| 30D | +17.2% | -61.8% | +79.0% | +12.7% |
| 3M | +11.4% | -54.6% | +66.0% | +9.3% |
| 6M | +137.5% | -59.3% | +196.8% | +135.7% |
| YTD | +193.1% | -74.6% | +267.7% | +190.5% |
| 1Y | +240.3% | -18.8% | +259.1% | +260.7% |
| All | +193.4% | -99.1% | +292.5% | +178.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling