+470.8%
BTSG vs UMAC
+549.5%
-78.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.3% | -6.3% | +2.7% |
| 7D | +5.7% | +14.7% | -9.0% | +5.2% |
| 30D | +0.2% | -0.5% | +0.7% | 0.0% |
| 3M | +5.6% | +0.5% | +5.1% | +4.9% |
| 6M | +50.8% | +57.9% | -7.1% | +45.4% |
| YTD | +67.0% | +103.9% | -36.9% | +59.0% |
| 1Y | +145.5% | +159.3% | -13.8% | +130.7% |
| All | +470.8% | +549.5% | -78.7% | +417.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling