+63.3%
BROS vs UMAC
+508.0%
-444.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.4% | -1.7% |
| 7D | -6.6% | +3.3% | -9.9% | -6.8% |
| 30D | -12.3% | -10.4% | -2.0% | -12.1% |
| 3M | -22.2% | +1.8% | -24.0% | -22.9% |
| 6M | -14.3% | +40.7% | -55.0% | -17.9% |
| YTD | -26.6% | +90.9% | -117.5% | -31.2% |
| 1Y | -31.5% | +151.8% | -183.3% | -37.4% |
| All | +63.3% | +508.0% | -444.7% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 3y: compounded portfolio wealth divided by compounded UMAC 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…
3y analysis · Full analysis span regression · 6 months rolling