-11.4%
MOS vs UMAC
+6.6%
-18.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.5% | +1.9% | -4.2% |
| 7D | -2.6% | +10.1% | -12.7% | -3.2% |
| 30D | +13.5% | -39.1% | +52.6% | +16.9% |
| 3M | -2.9% | -56.2% | +53.3% | +1.8% |
| 6M | -1.0% | -16.2% | +15.2% | -6.6% |
| YTD | -7.2% | -7.1% | -0.1% | -12.8% |
| 1Y | -11.4% | +10.3% | -21.6% | -17.7% |
| All | -11.4% | +6.6% | -18.0% | -17.7% |
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