+28.5%
OUST vs UMAC
+164.0%
-135.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.7% | +2.9% |
| 7D | +5.2% | -0.9% | +6.1% | +5.6% |
| 30D | -19.3% | -7.7% | -11.6% | -18.5% |
| 3M | -22.6% | -26.4% | +3.8% | -16.2% |
| 6M | +62.8% | +61.9% | +0.9% | +15.5% |
| YTD | +68.3% | +86.5% | -18.2% | +6.2% |
| 1Y | +28.5% | +156.3% | -127.8% | -20.6% |
| All | +28.5% | +164.0% | -135.5% | -20.6% |
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