+48.8%
OUST vs UMAC
+8.8%
+40.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -4.6% | -3.9% | -6.7% |
| 7D | -3.8% | -5.2% | +1.4% | -1.7% |
| 30D | +5.1% | -36.4% | +41.4% | +24.1% |
| 3M | -25.8% | -58.6% | +32.8% | +0.8% |
| 6M | -2.0% | -24.6% | +22.6% | +1.4% |
| YTD | +54.7% | -11.5% | +66.2% | +34.0% |
| 1Y | +48.8% | +16.9% | +31.9% | +9.4% |
| All | +48.8% | +8.8% | +40.0% | +9.4% |
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