+30.5%
CMS vs UMAC
+508.0%
-477.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | -0.9% |
| 7D | +0.2% | +3.3% | -3.1% | +0.2% |
| 30D | -1.3% | -10.4% | +9.1% | -1.3% |
| 3M | -5.4% | +1.8% | -7.1% | -5.3% |
| 6M | -10.3% | +40.7% | -51.1% | -10.4% |
| YTD | -0.2% | +90.9% | -91.1% | -0.4% |
| 1Y | -0.9% | +151.8% | -152.6% | -1.2% |
| All | +30.5% | +508.0% | -477.5% | +28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling