+21.3%
MAS vs UMAC
+182.0%
-160.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.9% | +0.3% |
| 7D | +3.0% | -5.2% | +8.2% | +3.1% |
| 30D | +22.4% | -36.4% | +58.8% | +23.3% |
| 3M | +14.5% | -58.6% | +73.1% | +16.1% |
| 6M | +27.1% | -24.6% | +51.8% | +26.7% |
| YTD | +35.8% | -11.5% | +47.2% | +34.1% |
| 1Y | +39.4% | +16.9% | +22.5% | +36.6% |
| All | +21.3% | +182.0% | -160.7% | +10.6% |
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