-10.3%
MSFU vs UMAC
+8.8%
-19.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +0.9% |
| 7D | -2.8% | -5.2% | +2.4% | -2.2% |
| 30D | -5.3% | -36.4% | +31.1% | -0.6% |
| 3M | +7.2% | -58.6% | +65.8% | +17.2% |
| 6M | +51.0% | -24.6% | +75.6% | +50.4% |
| YTD | -1.2% | -11.5% | +10.2% | -4.7% |
| 1Y | -10.3% | +16.9% | -27.2% | -15.5% |
| All | -10.3% | +8.8% | -19.1% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling