+15.3%
MSCI vs UMAC
+14.1%
+1.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.5% |
| 7D | -0.7% | +10.1% | -10.8% | -0.7% |
| 30D | +16.2% | -39.1% | +55.3% | +16.3% |
| 3M | +16.1% | -56.2% | +72.4% | +16.5% |
| 6M | +12.9% | -16.2% | +29.1% | +11.4% |
| YTD | +14.8% | -7.1% | +22.0% | +12.6% |
| All | +15.3% | +14.1% | +1.2% | +12.9% |
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