+43.2%
TER vs UMAC
+2.9%
+40.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -10.9% | +4.1% | -4.7% |
| 7D | -19.9% | -26.0% | +6.2% | -15.0% |
| 30D | -43.5% | -40.3% | -3.2% | -37.7% |
| 3M | -37.8% | -51.1% | +13.4% | -30.1% |
| 6M | -25.6% | -5.6% | -19.9% | -28.2% |
| YTD | +29.8% | +2.3% | +27.5% | +14.3% |
| 1Y | +43.2% | +7.9% | +35.3% | +24.4% |
| All | +43.2% | +2.9% | +40.2% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling