+62.6%
UMC vs MTSI
+183.3%
-120.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.8% | -7.3% | -1.5% |
| 7D | -17.0% | -10.0% | -7.0% | -12.8% |
| 30D | -40.6% | -37.2% | -3.4% | -27.1% |
| 3M | -27.9% | -30.1% | +2.2% | -17.0% |
| 6M | -7.5% | -31.9% | +24.4% | +7.2% |
| YTD | +79.3% | +23.2% | +56.1% | +57.7% |
| 1Y | +92.8% | +26.4% | +66.4% | +66.6% |
| 3Y | +108.2% | +186.2% | -78.0% | +4.5% |
| All | +62.6% | +183.3% | -120.7% | -22.5% |
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 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