+30.4%
BROS vs UMAC
+182.0%
-151.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.6% | +11.1% | +6.8% |
| 7D | +6.3% | -5.2% | +11.5% | +6.6% |
| 30D | -8.3% | -36.4% | +28.0% | -6.3% |
| 3M | -29.8% | -58.6% | +28.8% | -27.0% |
| 6M | -25.8% | -24.6% | -1.2% | -26.3% |
| YTD | -41.4% | -11.5% | -29.9% | -43.0% |
| 1Y | -35.2% | +16.9% | -52.1% | -38.2% |
| All | +30.4% | +182.0% | -151.6% | -0.2% |
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