+122.9%
MKSI vs UMAC
+473.8%
-350.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.3% |
| 7D | +2.7% | -3.4% | +6.1% | +2.9% |
| 30D | -12.8% | -15.1% | +2.3% | -12.1% |
| 3M | -22.5% | -10.8% | -11.7% | -22.6% |
| 6M | +19.4% | +15.7% | +3.7% | +14.9% |
| YTD | +67.7% | +80.1% | -12.4% | +55.6% |
| 1Y | +131.4% | +116.7% | +14.7% | +110.2% |
| All | +122.9% | +473.8% | -350.9% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling