+214.8%
TER vs UMAC
+138.6%
+76.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -2.9% |
| 7D | +9.4% | -4.0% | +13.4% | +10.1% |
| 30D | -2.4% | -9.4% | +7.0% | -1.9% |
| 3M | +6.5% | +3.0% | +3.6% | +2.7% |
| 6M | +23.2% | +27.2% | -4.0% | +7.8% |
| YTD | +91.5% | +84.7% | +6.8% | +47.7% |
| 1Y | +214.8% | +136.5% | +78.3% | +133.2% |
| All | +214.8% | +138.6% | +76.2% | +133.2% |
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 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