+178.0%
MS vs UMAC
+494.0%
-316.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.3% | +0.4% |
| 7D | +1.4% | -0.9% | +2.3% | +1.4% |
| 30D | -0.3% | -7.7% | +7.4% | -0.2% |
| 3M | +0.3% | -26.4% | +26.7% | +0.6% |
| 6M | +31.3% | +61.9% | -30.5% | +27.8% |
| YTD | +24.7% | +86.5% | -61.8% | +20.5% |
| 1Y | +47.9% | +156.3% | -108.4% | +41.4% |
| All | +178.0% | +494.0% | -316.0% | +169.2% |
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