+156.3%
UMAC vs NTRS
+47.2%
+109.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -0.9% | +0.4% | -1.3% | -1.3% |
| 30D | -7.7% | +1.7% | -9.4% | -9.1% |
| 3M | -26.4% | +8.9% | -35.3% | -32.9% |
| 6M | +61.9% | +30.6% | +31.3% | +16.0% |
| YTD | +86.5% | +38.7% | +47.8% | +22.4% |
| 1Y | +156.3% | +48.1% | +108.2% | +56.0% |
| All | +156.3% | +47.2% | +109.1% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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