+167.8%
MTSI vs UMAC
+237.0%
-69.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +13.3% | -4.3% | +8.1% |
| 7D | +3.5% | -5.5% | +9.1% | +4.0% |
| 30D | -30.3% | -35.3% | +5.0% | -28.4% |
| 3M | -26.0% | -48.4% | +22.4% | -23.3% |
| 6M | -36.1% | +0.4% | -36.5% | -36.5% |
| YTD | +34.3% | +5.8% | +28.5% | +31.7% |
| 1Y | +35.3% | +27.3% | +8.0% | +31.2% |
| All | +167.8% | +237.0% | -69.2% | +142.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling