+52.4%
RMBS vs UMAC
+549.5%
-497.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.3% | -7.7% | +1.0% |
| 7D | +3.0% | +14.7% | -11.8% | +1.9% |
| 30D | -14.4% | -0.5% | -13.9% | -14.7% |
| 3M | -42.8% | +0.5% | -43.3% | -43.4% |
| 6M | -1.4% | +57.9% | -59.3% | -6.3% |
| YTD | -5.4% | +103.9% | -109.4% | -11.9% |
| 1Y | +18.6% | +159.3% | -140.7% | +8.9% |
| All | +52.4% | +549.5% | -497.1% | +36.2% |
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 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