+47.9%
MSI vs UMAC
+508.0%
-460.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.7% | -0.6% |
| 7D | -4.0% | +3.3% | -7.2% | -4.0% |
| 30D | -0.5% | -10.4% | +9.9% | -0.4% |
| 3M | +11.4% | +1.8% | +9.6% | +11.1% |
| 6M | +1.0% | +40.7% | -39.8% | -0.5% |
| YTD | +20.7% | +90.9% | -70.2% | +18.1% |
| 1Y | -2.7% | +151.8% | -154.4% | -5.3% |
| All | +47.9% | +508.0% | -460.1% | +37.3% |
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 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