+109.8%
BTSG vs UMAC
+129.0%
-19.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +3.9% | +1.6% |
| 7D | -3.3% | -3.4% | +0.1% | -3.1% |
| 30D | -1.6% | -15.1% | +13.5% | -0.9% |
| 3M | -6.9% | -10.8% | +3.9% | -7.2% |
| 6M | +42.1% | +15.7% | +26.4% | +36.1% |
| YTD | +56.8% | +80.1% | -23.3% | +43.2% |
| 1Y | +109.8% | +116.7% | -6.9% | +85.5% |
| All | +109.8% | +129.0% | -19.2% | +85.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling