-99.3%
MSTZ vs UMAC
+737.3%
-836.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +13.3% | -8.4% | +7.9% |
| 7D | +4.3% | -5.5% | +9.8% | +3.9% |
| 30D | +30.2% | -35.3% | +65.4% | +21.3% |
| 3M | -66.9% | -48.4% | -18.5% | -70.2% |
| 6M | -26.3% | +0.4% | -26.8% | -15.6% |
| YTD | -80.1% | +5.8% | -85.9% | -74.2% |
| 1Y | -57.5% | +27.3% | -84.8% | -40.6% |
| All | -99.3% | +737.3% | -836.6% | -99.0% |
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