-23.4%
MSTZ vs UMAC
+168.1%
-191.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +9.3% | -1.2% | +11.1% |
| 7D | -25.4% | +14.7% | -40.1% | -21.7% |
| 30D | -60.9% | -0.5% | -60.4% | -60.3% |
| 3M | -54.2% | +0.5% | -54.7% | -49.8% |
| 6M | -65.0% | +57.9% | -122.9% | -48.1% |
| YTD | -76.5% | +103.9% | -180.4% | -50.8% |
| 1Y | -23.4% | +159.3% | -182.7% | +70.6% |
| All | -23.4% | +168.1% | -191.5% | +70.6% |
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