+176.1%
MS vs UMAC
+549.5%
-373.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.3% | -10.0% | -1.0% |
| 7D | +2.5% | +14.7% | -12.2% | +2.0% |
| 30D | 0.0% | -0.5% | +0.5% | -0.2% |
| 3M | +2.4% | +0.5% | +1.9% | +1.8% |
| 6M | +36.4% | +57.9% | -21.5% | +32.7% |
| YTD | +23.8% | +103.9% | -80.1% | +19.3% |
| 1Y | +48.6% | +159.3% | -110.7% | +41.9% |
| All | +176.1% | +549.5% | -373.4% | +166.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling