+684.2%
UMAC vs FGI
-9.8%
+694.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.5% | -10.6% | -3.4% |
| 7D | -0.9% | +0.5% | -1.5% | -1.0% |
| 30D | -7.7% | +65.4% | -73.1% | -12.6% |
| 3M | -26.4% | +23.5% | -49.9% | -29.4% |
| 6M | +61.9% | +60.5% | +1.3% | +47.5% |
| YTD | +86.5% | +30.0% | +56.5% | +72.3% |
| 1Y | +156.3% | +82.1% | +74.2% | +124.0% |
| All | +684.2% | -9.8% | +694.0% | +838.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling