+199.8%
TER vs UMAC
+164.0%
+35.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.1% | +8.5% | +6.0% |
| 7D | +0.6% | -0.9% | +1.5% | +0.7% |
| 30D | -8.3% | -7.7% | -0.7% | -8.3% |
| 3M | -12.2% | -26.4% | +14.2% | -10.4% |
| 6M | +17.0% | +61.9% | -44.8% | -3.5% |
| YTD | +84.6% | +86.5% | -1.9% | +42.2% |
| 1Y | +199.8% | +156.3% | +43.5% | +116.1% |
| All | +199.8% | +164.0% | +35.8% | +116.1% |
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