-93.8%
MSTU vs UMAC
+129.0%
-222.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.0% | +4.3% |
| 7D | -16.6% | -3.4% | -13.2% | -16.0% |
| 30D | +69.7% | -15.1% | +84.8% | +71.6% |
| 3M | -7.5% | -10.8% | +3.3% | -10.6% |
| 6M | -43.1% | +15.7% | -58.8% | -56.0% |
| YTD | -63.0% | +80.1% | -143.2% | -78.9% |
| 1Y | -93.8% | +116.7% | -210.5% | -96.6% |
| All | -93.8% | +129.0% | -222.8% | -96.6% |
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