+23.4%
MSFT vs UMAC
+473.8%
-450.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.7% |
| 7D | -0.8% | -3.4% | +2.6% | -0.7% |
| 30D | +0.8% | -15.1% | +15.9% | +1.1% |
| 3M | +27.2% | -10.8% | +38.0% | +26.9% |
| 6M | +22.9% | +15.7% | +7.2% | +21.1% |
| YTD | +3.1% | +80.1% | -77.0% | +0.6% |
| 1Y | -0.3% | +116.7% | -117.0% | -3.2% |
| All | +23.4% | +473.8% | -450.4% | +17.4% |
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