+92.8%
UMC vs MTSI
+38.8%
+54.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.8% | -7.3% | -1.6% |
| 7D | -17.0% | -10.0% | -7.0% | -12.7% |
| 30D | -40.6% | -37.2% | -3.4% | -27.5% |
| 3M | -27.9% | -30.1% | +2.2% | -17.2% |
| 6M | -7.5% | -31.9% | +24.4% | +9.6% |
| YTD | +79.3% | +23.2% | +56.1% | +89.6% |
| 1Y | +92.8% | +26.4% | +66.4% | +99.9% |
| All | +92.8% | +38.8% | +54.0% | +99.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling