+219.9%
MTSI vs UMAC
+549.5%
-329.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.3% | -7.2% | +1.7% |
| 7D | +4.9% | +14.7% | -9.8% | +4.1% |
| 30D | -11.6% | -0.5% | -11.1% | -11.8% |
| 3M | -24.1% | +0.5% | -24.6% | -24.7% |
| 6M | +32.4% | +57.9% | -25.5% | +27.1% |
| YTD | +60.4% | +103.9% | -43.5% | +51.5% |
| 1Y | +111.0% | +159.3% | -48.3% | +96.1% |
| All | +219.9% | +549.5% | -329.6% | +178.5% |
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