-92.7%
MSTU vs UMAC
+164.0%
-256.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.2% |
| 7D | +21.3% | -0.9% | +22.2% | +22.1% |
| 30D | +90.8% | -7.7% | +98.5% | +88.0% |
| 3M | -6.8% | -26.4% | +19.7% | -3.1% |
| 6M | -39.8% | +61.9% | -101.7% | -61.4% |
| YTD | -55.7% | +86.5% | -142.2% | -74.7% |
| 1Y | -92.7% | +156.3% | -249.0% | -95.7% |
| All | -92.7% | +164.0% | -256.7% | -95.7% |
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