-25.7%
S vs UMAC
+195.7%
-221.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.5% | +0.2% | -6.1% |
| 7D | +4.1% | +10.1% | -6.1% | +3.8% |
| 30D | -7.2% | -39.1% | +32.0% | -5.9% |
| 3M | 0.0% | -56.2% | +56.2% | +2.0% |
| 6M | +41.6% | -16.2% | +57.8% | +41.5% |
| YTD | +48.6% | -7.1% | +55.7% | +47.3% |
| 1Y | +30.0% | +10.3% | +19.8% | +28.1% |
| All | -25.7% | +195.7% | -221.4% | -30.5% |
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