-31.3%
TER vs UMAC
-25.4%
-5.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.6% | -0.7% | -4.3% |
| 7D | +14.4% | -5.2% | +19.6% | +15.9% |
| 30D | -30.6% | -36.4% | +5.8% | -23.4% |
| 3M | -39.2% | -58.6% | +19.4% | -28.9% |
| 6M | -31.3% | -24.6% | -6.6% | -29.4% |
| All | -31.3% | -25.4% | -5.9% | -29.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling