-71.3%
QS vs UMAC
+2.9%
-74.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -10.9% | +18.4% | +10.1% |
| 7D | +4.5% | -26.0% | +30.5% | +11.7% |
| 30D | -4.1% | -40.3% | +36.2% | +7.8% |
| 3M | -22.1% | -51.1% | +29.0% | -9.9% |
| 6M | -38.4% | -5.6% | -32.7% | -43.5% |
| YTD | -57.5% | +2.3% | -59.8% | -65.4% |
| 1Y | -71.3% | +7.9% | -79.2% | -77.4% |
| All | -71.3% | +2.9% | -74.2% | -77.4% |
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