-48.3%
MUZ vs UMAC
-49.9%
+1.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -10.9% | +25.1% | +7.3% |
| 7D | +47.2% | -26.0% | +73.2% | +25.4% |
| 30D | +57.1% | -40.3% | +97.4% | +21.2% |
| 3M | -5.3% | -51.1% | +45.9% | -32.3% |
| All | -48.3% | -49.9% | +1.6% | -39.8% |
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 · Available span rolling