+16.9%
MSCI vs UMAC
+237.0%
-220.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +13.3% | -12.4% | +0.7% |
| 7D | +1.5% | -5.5% | +7.0% | +1.5% |
| 30D | +14.4% | -35.3% | +49.7% | +14.8% |
| 3M | +15.2% | -48.4% | +63.6% | +15.8% |
| 6M | +11.2% | +0.4% | +10.8% | +10.4% |
| YTD | +13.9% | +5.8% | +8.1% | +12.7% |
| 1Y | +12.5% | +27.3% | -14.8% | +10.9% |
| All | +16.9% | +237.0% | -220.1% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling