+16.2%
MS vs UMAC
+9.5%
+6.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.6% | +6.8% | +0.7% |
| 7D | +0.8% | -13.9% | +14.7% | +1.6% |
| 30D | -0.7% | -39.6% | +38.9% | +2.5% |
| 3M | -12.4% | -53.6% | +41.2% | -8.4% |
| 6M | -1.7% | -6.2% | +4.5% | -3.6% |
| YTD | +8.0% | -1.2% | +9.2% | +1.3% |
| 1Y | +16.2% | +9.7% | +6.5% | +6.9% |
| All | +16.2% | +9.5% | +6.7% | +6.9% |
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 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