+538.7%
OUST vs UMAC
+195.7%
+343.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.5% | +2.2% | -3.0% |
| 7D | +19.9% | +10.1% | +9.8% | +18.0% |
| 30D | +3.6% | -39.1% | +42.7% | +13.3% |
| 3M | -20.6% | -56.2% | +35.6% | -8.6% |
| 6M | +35.1% | -16.2% | +51.3% | +38.1% |
| YTD | +69.1% | -7.1% | +76.3% | +68.1% |
| 1Y | +49.9% | +10.3% | +39.7% | +45.4% |
| All | +538.7% | +195.7% | +343.0% | +432.9% |
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 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