+213.1%
MTSI vs UMAC
+494.0%
-280.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.5% | +3.6% |
| 7D | +1.4% | -0.9% | +2.3% | +1.4% |
| 30D | +2.1% | -7.7% | +9.7% | +2.2% |
| 3M | -29.7% | -26.4% | -3.3% | -29.3% |
| 6M | +12.5% | +61.9% | -49.3% | +8.0% |
| YTD | +57.0% | +86.5% | -29.5% | +49.0% |
| 1Y | +103.9% | +156.3% | -52.4% | +89.9% |
| All | +213.1% | +494.0% | -280.9% | +173.9% |
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