+24.4%
MSFT vs UMAC
+494.0%
-469.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.0% | -2.0% |
| 7D | -2.7% | -0.9% | -1.8% | -2.7% |
| 30D | +2.7% | -7.7% | +10.4% | +2.7% |
| 3M | +17.0% | -26.4% | +43.4% | +17.2% |
| 6M | +23.8% | +61.9% | -38.0% | +21.2% |
| YTD | +4.0% | +86.5% | -82.5% | +1.3% |
| 1Y | -0.8% | +156.3% | -157.1% | -4.0% |
| All | +24.4% | +494.0% | -469.6% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling