+629.2%
UMC vs QS
-43.2%
+672.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.0% | +4.9% |
| 7D | +6.6% | +2.2% | +4.4% | +6.4% |
| 30D | +16.6% | -8.1% | +24.6% | +17.4% |
| 3M | +11.0% | -27.0% | +38.0% | +14.2% |
| 6M | +131.3% | -16.4% | +147.7% | +134.8% |
| YTD | +182.5% | -46.4% | +228.8% | +196.6% |
| 1Y | +222.3% | -41.1% | +263.4% | +231.7% |
| 3Y | +253.0% | -18.6% | +271.7% | +232.9% |
| 5Y | +141.8% | -73.0% | +214.9% | +136.4% |
| All | +629.2% | -43.2% | +672.5% | +677.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling