-16.3%
MOS vs UMAC
+168.1%
-184.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.3% | -6.7% | +1.9% |
| 7D | +7.1% | +14.7% | -7.6% | +6.0% |
| 30D | +15.0% | -0.5% | +15.5% | +14.4% |
| 3M | +24.1% | +0.5% | +23.6% | +22.3% |
| 6M | +2.7% | +57.9% | -55.2% | -5.2% |
| YTD | +12.2% | +103.9% | -91.7% | +0.3% |
| 1Y | -16.3% | +159.3% | -175.6% | -20.7% |
| All | -16.3% | +168.1% | -184.4% | -20.7% |
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