-58.6%
MSTZ vs UMAC
+17.2%
-75.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +13.3% | -8.4% | +9.2% |
| 7D | +4.3% | -5.5% | +9.8% | +3.6% |
| 30D | +30.2% | -35.3% | +65.4% | +17.4% |
| 3M | -66.9% | -48.4% | -18.5% | -71.5% |
| 6M | -26.3% | +0.4% | -26.8% | -3.1% |
| YTD | -80.1% | +5.8% | -85.9% | -60.0% |
| All | -58.6% | +17.2% | -75.9% | -2.4% |
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