-19.0%
MOS vs UMAC
+182.0%
-201.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.4% | +0.9% |
| 7D | -2.0% | -5.2% | +3.2% | -1.8% |
| 30D | +15.3% | -36.4% | +51.7% | +16.9% |
| 3M | +1.5% | -58.6% | +60.1% | +4.2% |
| 6M | -2.0% | -24.6% | +22.7% | -2.8% |
| YTD | -6.5% | -11.5% | +4.9% | -8.1% |
| 1Y | -11.1% | +16.9% | -27.9% | -13.4% |
| All | -19.0% | +182.0% | -201.0% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling