+44.0%
MA vs UMAC
+214.8%
-170.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.6% | +7.1% | +0.5% |
| 7D | +1.8% | -13.9% | +15.7% | +1.8% |
| 30D | +11.8% | -39.6% | +51.4% | +12.1% |
| 3M | +17.2% | -53.6% | +70.8% | +17.5% |
| 6M | +33.4% | -6.2% | +39.6% | +32.6% |
| YTD | +16.1% | -1.2% | +17.3% | +15.0% |
| 1Y | +19.9% | +9.7% | +10.2% | +18.4% |
| All | +44.0% | +214.8% | -170.8% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling