-34.2%
S vs UMAC
+473.8%
-507.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.2% |
| 7D | -0.7% | -3.4% | +2.8% | -0.6% |
| 30D | -11.4% | -15.1% | +3.7% | -11.2% |
| 3M | +33.8% | -10.8% | +44.6% | +33.8% |
| 6M | +39.5% | +15.7% | +23.8% | +37.7% |
| YTD | +31.7% | +80.1% | -48.5% | +28.3% |
| 1Y | +7.0% | +116.7% | -109.7% | +3.5% |
| All | -34.2% | +473.8% | -507.9% | -39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling