+77.6%
UMC vs MTSI
+206.4%
-128.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | +0.3% |
| 7D | +11.2% | +10.0% | +1.2% | +6.3% |
| 30D | -28.0% | -20.3% | -7.7% | -20.7% |
| 3M | -20.5% | -24.4% | +3.9% | -11.7% |
| 6M | -1.6% | -39.2% | +37.6% | +19.8% |
| YTD | +99.4% | +35.5% | +63.9% | +67.7% |
| 1Y | +120.4% | +43.0% | +77.4% | +80.1% |
| 3Y | +134.2% | +196.3% | -62.0% | +16.6% |
| All | +77.6% | +206.4% | -128.8% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling