-32.5%
QS vs UMAC
+488.3%
-520.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.3% |
| 7D | -5.0% | -4.0% | -1.0% | -4.5% |
| 30D | -18.3% | -9.4% | -8.9% | -17.8% |
| 3M | -26.0% | +3.0% | -29.0% | -27.4% |
| 6M | -24.0% | +27.2% | -51.2% | -29.5% |
| YTD | -50.3% | +84.7% | -135.0% | -56.1% |
| 1Y | -38.0% | +136.5% | -174.4% | -46.7% |
| All | -32.5% | +488.3% | -520.7% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling