-31.9%
QS vs UMAC
+508.0%
-539.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.4% | -0.2% | -5.8% |
| 7D | -4.2% | +3.3% | -7.5% | -4.6% |
| 30D | -15.7% | -10.4% | -5.3% | -15.1% |
| 3M | -28.7% | +1.8% | -30.4% | -29.9% |
| 6M | -23.2% | +40.7% | -64.0% | -29.6% |
| YTD | -49.9% | +90.9% | -140.8% | -55.9% |
| 1Y | -38.8% | +151.8% | -190.6% | -47.8% |
| All | -31.9% | +508.0% | -539.9% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling