-44.2%
FRSH vs UMAC
+488.3%
-532.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.4% |
| 7D | -11.2% | -4.0% | -7.2% | -11.1% |
| 30D | -0.8% | -9.4% | +8.6% | -0.8% |
| 3M | +26.4% | +3.0% | +23.4% | +25.7% |
| 6M | +48.4% | +27.2% | +21.2% | +44.7% |
| YTD | -3.1% | +84.7% | -87.8% | -7.4% |
| 1Y | -8.7% | +136.5% | -145.2% | -14.4% |
| All | -44.2% | +488.3% | -532.4% | -56.4% |
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