+1,444.7%
UMC vs MTSI
+1,308.1%
+136.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +3.7% |
| 7D | +5.0% | +1.4% | +3.6% | +4.6% |
| 30D | +7.7% | +2.1% | +5.6% | +6.4% |
| 3M | +1.7% | -29.7% | +31.4% | +10.7% |
| 6M | +113.9% | +12.5% | +101.4% | +107.7% |
| YTD | +168.9% | +57.0% | +111.9% | +140.8% |
| 1Y | +207.2% | +103.9% | +103.3% | +157.0% |
| 3Y | +227.7% | +223.6% | +4.1% | +141.7% |
| 5Y | +118.0% | +321.6% | -203.5% | +51.5% |
| 10Y | +1,682.1% | +517.7% | +1,164.4% | +974.6% |
| All | +1,444.7% | +1,308.1% | +136.6% | +730.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling