-88.4%
MSTU vs UMAC
+1,361.5%
-1,449.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.2% | -3.5% | -6.1% |
| 7D | -22.0% | -4.0% | -18.0% | -21.5% |
| 30D | +60.3% | -9.4% | +69.7% | +60.0% |
| 3M | -3.7% | +3.0% | -6.7% | -7.7% |
| 6M | -45.2% | +27.2% | -72.4% | -52.7% |
| YTD | -64.3% | +84.7% | -149.0% | -71.5% |
| 1Y | -94.0% | +136.5% | -230.5% | -95.4% |
| All | -88.4% | +1,361.5% | -1,449.9% | -89.4% |
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 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