+186.6%
UMC vs MSTZ
-99.1%
+285.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.6% | -9.1% | -2.2% |
| 7D | +11.4% | +24.8% | -13.4% | +12.6% |
| 30D | +16.8% | -59.2% | +76.0% | +12.6% |
| 3M | +19.1% | -56.9% | +76.0% | +16.6% |
| 6M | +137.4% | -57.6% | +195.0% | +136.0% |
| YTD | +186.4% | -73.6% | +260.0% | +184.4% |
| 1Y | +229.1% | -15.6% | +244.6% | +249.4% |
| All | +186.6% | -99.1% | +285.7% | +172.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling