+1,772.2%
UMC vs MTSI
+529.6%
+1,242.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.4% |
| 7D | +6.6% | +4.9% | +1.7% | +5.2% |
| 30D | +16.6% | -11.6% | +28.1% | +20.3% |
| 3M | +11.0% | -24.1% | +35.1% | +19.9% |
| 6M | +131.3% | +32.4% | +98.9% | +114.3% |
| YTD | +182.5% | +60.4% | +122.1% | +147.2% |
| 1Y | +222.3% | +111.0% | +111.3% | +159.8% |
| 3Y | +253.0% | +246.1% | +6.9% | +143.5% |
| 5Y | +141.8% | +340.3% | -198.5% | +56.5% |
| 10Y | +1,772.2% | +539.5% | +1,232.7% | +969.5% |
| All | +1,772.2% | +529.6% | +1,242.7% | +969.5% |
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