-19.6%
MOS vs UMAC
+195.7%
-215.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.5% | +1.9% | -4.3% |
| 7D | -2.6% | +10.1% | -12.7% | -2.9% |
| 30D | +13.5% | -39.1% | +52.6% | +15.2% |
| 3M | -2.9% | -56.2% | +53.3% | -0.5% |
| 6M | -1.0% | -16.2% | +15.2% | -2.3% |
| YTD | -7.2% | -7.1% | -0.1% | -8.9% |
| 1Y | -11.4% | +10.3% | -21.6% | -13.6% |
| All | -19.6% | +195.7% | -215.4% | -28.7% |
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 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