-87.2%
MSTU vs UMAC
+2.9%
-90.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -10.9% | +21.2% | +13.8% |
| 7D | -4.8% | -26.0% | +21.2% | +4.7% |
| 30D | -29.6% | -40.3% | +10.8% | -16.6% |
| 3M | +69.4% | -51.1% | +120.5% | +102.5% |
| 6M | -62.2% | -5.6% | -56.6% | -69.7% |
| YTD | -61.1% | +2.3% | -63.3% | -76.3% |
| 1Y | -87.2% | +7.9% | -95.0% | -92.4% |
| All | -87.2% | +2.9% | -90.1% | -92.4% |
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