-2.2%
MA vs UMAC
+141.5%
-143.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.8% | -0.7% |
| 7D | -3.5% | +3.3% | -6.8% | -3.5% |
| 30D | +0.8% | -10.4% | +11.2% | +0.7% |
| 3M | +14.8% | +1.8% | +13.0% | +15.1% |
| 6M | +10.0% | +40.7% | -30.8% | +10.5% |
| YTD | -0.1% | +90.9% | -91.0% | -0.3% |
| 1Y | -2.2% | +151.8% | -154.0% | -4.1% |
| All | -2.2% | +141.5% | -143.7% | -4.1% |
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