-28.4%
QS vs UMAC
+164.0%
-192.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +1.4% |
| 7D | -2.3% | -0.9% | -1.4% | -2.2% |
| 30D | -0.7% | -7.7% | +6.9% | -0.4% |
| 3M | -39.6% | -26.4% | -13.2% | -36.9% |
| 6M | -21.7% | +61.9% | -83.6% | -41.1% |
| YTD | -47.4% | +86.5% | -133.9% | -64.1% |
| 1Y | -28.4% | +156.3% | -184.7% | -53.2% |
| All | -28.4% | +164.0% | -192.4% | -53.2% |
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