+22.6%
MSFT vs UMAC
+488.3%
-465.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.2% |
| 7D | -3.5% | -4.0% | +0.5% | -3.4% |
| 30D | -2.1% | -9.4% | +7.3% | -2.0% |
| 3M | +24.2% | +3.0% | +21.2% | +23.5% |
| 6M | +21.9% | +27.2% | -5.3% | +19.8% |
| YTD | +2.5% | +84.7% | -82.2% | -0.1% |
| 1Y | -0.8% | +136.5% | -137.3% | -3.9% |
| All | +22.6% | +488.3% | -465.7% | +16.6% |
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