+37.5%
MAS vs UMAC
+6.6%
+30.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.5% |
| 7D | +1.2% | +10.1% | -9.0% | +1.1% |
| 30D | +21.6% | -39.1% | +60.7% | +22.0% |
| 3M | +14.1% | -56.2% | +70.3% | +14.8% |
| 6M | +22.6% | -16.2% | +38.8% | +23.7% |
| YTD | +35.4% | -7.1% | +42.6% | +37.5% |
| 1Y | +37.5% | +10.3% | +27.2% | +40.7% |
| All | +37.5% | +6.6% | +30.9% | +40.7% |
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