+1,304.8%
UMC vs MTSI
+498.4%
+806.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.5% |
| 7D | +17.8% | +29.1% | -11.3% | +9.1% |
| 30D | -29.6% | -20.4% | -9.2% | -24.9% |
| 3M | -18.4% | -20.9% | +2.5% | -13.5% |
| 6M | -0.1% | -32.3% | +32.1% | +10.5% |
| YTD | +104.0% | +43.5% | +60.6% | +83.0% |
| 1Y | +121.5% | +43.8% | +77.7% | +98.2% |
| 3Y | +135.0% | +218.8% | -83.7% | +64.6% |
| 5Y | +83.0% | +228.3% | -145.3% | +25.1% |
| All | +1,304.8% | +498.4% | +806.4% | +690.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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