-17.4%
MOS vs UMAC
+197.5%
-214.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.8% | -10.7% | -0.2% |
| 7D | +21.6% | -23.4% | +45.0% | +22.5% |
| 30D | +12.0% | -45.6% | +57.6% | +14.2% |
| 3M | -3.9% | -50.9% | +47.0% | -1.9% |
| 6M | -3.3% | -16.5% | +13.2% | -4.6% |
| YTD | -4.6% | -6.6% | +1.9% | -6.4% |
| 1Y | -7.0% | +10.7% | -17.7% | -9.3% |
| All | -17.4% | +197.5% | -214.9% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling