-48.9%
MOH vs UMAC
+473.8%
-522.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.4% | +2.0% |
| 7D | +1.7% | -3.4% | +5.1% | +1.7% |
| 30D | -0.9% | -15.1% | +14.2% | -0.8% |
| 3M | +5.7% | -10.8% | +16.5% | +5.8% |
| 6M | +39.1% | +15.7% | +23.4% | +38.6% |
| YTD | +17.7% | +80.1% | -62.5% | +16.9% |
| 1Y | +8.4% | +116.7% | -108.3% | +7.4% |
| All | -48.9% | +473.8% | -522.7% | -53.9% |
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