+18.5%
MA vs UMC
+125.7%
-107.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.9% | -6.6% | +0.7% |
| 7D | -1.8% | +0.1% | -1.9% | -1.7% |
| 30D | +11.0% | -28.7% | +39.7% | +8.7% |
| 3M | +17.9% | -15.1% | +33.0% | +16.6% |
| 6M | +33.2% | +5.0% | +28.2% | +31.7% |
| YTD | +16.5% | +108.2% | -91.7% | +14.4% |
| All | +18.5% | +125.7% | -107.2% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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