+554.3%
OUST vs UMAC
+549.5%
+4.8%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.3% | -6.4% | +1.3% |
| 7D | +12.7% | +14.7% | -2.0% | +10.0% |
| 30D | -13.6% | -0.5% | -13.1% | -14.0% |
| 3M | -8.3% | +0.5% | -8.8% | -8.9% |
| 6M | +85.0% | +57.9% | +27.0% | +66.7% |
| YTD | +73.2% | +103.9% | -30.7% | +50.0% |
| 1Y | +32.5% | +159.3% | -126.8% | +11.9% |
| All | +554.3% | +549.5% | +4.8% | +375.4% |
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