+19.6%
MSCI vs UMAC
+216.2%
-196.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -1.9% | -2.9% | +1.0% | -1.9% |
| 30D | +16.5% | -35.6% | +52.1% | +16.9% |
| 3M | +18.2% | -51.3% | +69.5% | +18.9% |
| 6M | +14.0% | -17.5% | +31.5% | +13.4% |
| YTD | +16.6% | -0.7% | +17.3% | +15.3% |
| 1Y | +14.8% | +16.5% | -1.7% | +13.3% |
| All | +19.6% | +216.2% | -196.6% | +13.4% |
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