+32.5%
OUST vs UMAC
+168.1%
-135.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.3% | -6.4% | -0.7% |
| 7D | +12.7% | +14.7% | -2.0% | +6.7% |
| 30D | -13.6% | -0.5% | -13.1% | -15.0% |
| 3M | -8.3% | +0.5% | -8.8% | -11.3% |
| 6M | +85.0% | +57.9% | +27.0% | +34.0% |
| YTD | +73.2% | +103.9% | -30.7% | +5.3% |
| 1Y | +32.5% | +159.3% | -126.8% | -19.4% |
| All | +32.5% | +168.1% | -135.6% | -19.4% |
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 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