+17.8%
MAS vs UMAC
+197.5%
-179.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.8% | -12.3% | -1.7% |
| 7D | +2.4% | -23.4% | +25.7% | +2.8% |
| 30D | +19.8% | -45.6% | +65.5% | +21.1% |
| 3M | +9.8% | -50.9% | +60.7% | +11.0% |
| 6M | +15.8% | -16.5% | +32.3% | +15.2% |
| YTD | +31.8% | -6.6% | +38.4% | +30.1% |
| 1Y | +35.4% | +10.7% | +24.7% | +32.8% |
| All | +17.8% | +197.5% | -179.7% | +7.3% |
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