-86.8%
MSTU vs UMAC
+1,513.7%
-1,600.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +9.3% | -18.0% | -10.5% |
| 7D | +16.1% | +14.7% | +1.4% | +12.8% |
| 30D | +68.7% | -0.5% | +69.1% | +64.9% |
| 3M | -11.0% | +0.5% | -11.5% | -14.1% |
| 6M | -33.4% | +57.9% | -91.3% | -45.1% |
| YTD | -59.5% | +103.9% | -163.4% | -68.4% |
| 1Y | -93.4% | +159.3% | -252.6% | -95.0% |
| All | -86.8% | +1,513.7% | -1,600.5% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling