+122.5%
UMC vs MTSI
+320.9%
-198.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +3.0% |
| 7D | +5.0% | +1.4% | +3.6% | +4.3% |
| 30D | +7.7% | +2.1% | +5.6% | +5.1% |
| 3M | +1.7% | -29.7% | +31.4% | +18.4% |
| 6M | +113.9% | +12.5% | +101.4% | +100.2% |
| YTD | +168.9% | +57.0% | +111.9% | +114.7% |
| 1Y | +207.2% | +103.9% | +103.3% | +112.6% |
| 3Y | +227.7% | +223.6% | +4.1% | +60.0% |
| All | +122.5% | +320.9% | -198.4% | -13.7% |
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