+61.7%
MTSI vs UMAC
+2.9%
+58.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -10.9% | +9.9% | +0.3% |
| 7D | -10.7% | -26.0% | +15.4% | -7.4% |
| 30D | -29.0% | -40.3% | +11.3% | -24.7% |
| 3M | -14.7% | -51.1% | +36.4% | -8.5% |
| 6M | -20.1% | -5.6% | -14.4% | -19.3% |
| YTD | +36.1% | +2.3% | +33.8% | +31.0% |
| 1Y | +61.7% | +7.9% | +53.9% | +53.6% |
| All | +61.7% | +2.9% | +58.8% | +53.6% |
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