-0.3%
MSCI vs UMAC
+549.5%
-549.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +9.3% | -13.1% | -3.9% |
| 7D | -2.1% | +14.7% | -16.8% | -2.2% |
| 30D | -1.7% | -0.5% | -1.2% | -1.8% |
| 3M | -8.2% | +0.5% | -8.7% | -8.3% |
| 6M | -2.4% | +57.9% | -60.4% | -3.7% |
| YTD | -2.8% | +103.9% | -106.7% | -4.5% |
| 1Y | -2.7% | +159.3% | -161.9% | -4.8% |
| All | -0.3% | +549.5% | -549.8% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling