+656.6%
UMC vs QS
-46.4%
+703.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.4% | +2.2% |
| 7D | +9.0% | -3.6% | +12.7% | +9.4% |
| 30D | +17.2% | -17.2% | +34.5% | +19.3% |
| 3M | +11.4% | -27.0% | +38.4% | +14.6% |
| 6M | +137.5% | -24.6% | +162.1% | +143.3% |
| YTD | +193.1% | -49.3% | +242.4% | +209.4% |
| 1Y | +240.3% | -40.3% | +280.6% | +250.2% |
| 3Y | +262.2% | -23.8% | +286.0% | +243.5% |
| 5Y | +143.1% | -75.0% | +218.1% | +139.0% |
| All | +656.6% | -46.4% | +703.0% | +710.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling