+151.8%
UMAC vs FGI
+93.3%
+58.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.4% | -8.8% | -6.5% |
| 7D | +3.3% | +14.7% | -11.4% | +2.7% |
| 30D | -10.4% | +67.0% | -77.3% | -14.6% |
| 3M | +1.8% | +31.0% | -29.3% | -2.0% |
| 6M | +40.7% | +126.8% | -86.1% | +26.3% |
| YTD | +90.9% | +35.6% | +55.3% | +77.7% |
| 1Y | +151.8% | +108.9% | +42.8% | +123.0% |
| All | +151.8% | +93.3% | +58.5% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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