+19.4%
MSCI vs UMAC
+182.0%
-162.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +6.0% | +1.4% |
| 7D | +3.0% | -5.2% | +8.2% | +3.0% |
| 30D | +17.8% | -36.4% | +54.2% | +18.2% |
| 3M | +15.2% | -58.6% | +73.8% | +16.0% |
| 6M | +16.5% | -24.6% | +41.1% | +16.0% |
| YTD | +16.4% | -11.5% | +27.8% | +15.2% |
| 1Y | +16.8% | +16.9% | -0.1% | +15.2% |
| All | +19.4% | +182.0% | -162.6% | +13.3% |
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