-1.5%
MSFU vs UMAC
+494.0%
-495.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.1% | -1.1% | -4.0% |
| 7D | -5.7% | -0.9% | -4.8% | -5.6% |
| 30D | +4.2% | -7.7% | +11.8% | +4.3% |
| 3M | +27.9% | -26.4% | +54.3% | +28.6% |
| 6M | +37.1% | +61.9% | -24.7% | +31.7% |
| YTD | -7.4% | +86.5% | -93.9% | -11.8% |
| 1Y | -19.6% | +156.3% | -175.9% | -24.6% |
| All | -1.5% | +494.0% | -495.5% | -11.2% |
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