-40.3%
QS vs UMAC
+129.0%
-169.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.6% |
| 7D | -3.6% | -3.4% | -0.2% | -2.8% |
| 30D | -17.2% | -15.1% | -2.1% | -15.1% |
| 3M | -27.0% | -10.8% | -16.2% | -27.5% |
| 6M | -24.6% | +15.7% | -40.2% | -35.4% |
| YTD | -49.3% | +80.1% | -129.5% | -64.4% |
| 1Y | -40.3% | +116.7% | -157.1% | -59.5% |
| All | -40.3% | +129.0% | -169.4% | -59.5% |
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