-5.3%
MOS vs UMAC
+494.0%
-499.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +1.5% |
| 7D | +9.5% | -0.9% | +10.5% | +9.6% |
| 30D | +10.4% | -7.7% | +18.1% | +10.4% |
| 3M | +12.9% | -26.4% | +39.3% | +13.4% |
| 6M | +1.2% | +61.9% | -60.6% | -2.2% |
| YTD | +9.3% | +86.5% | -77.2% | +4.9% |
| 1Y | -18.0% | +156.3% | -174.3% | -22.2% |
| All | -5.3% | +494.0% | -499.3% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling