+657.4%
UMAC vs NTRS
+159.4%
+498.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.5% | -3.4% |
| 7D | -3.4% | +1.4% | -4.8% | -4.7% |
| 30D | -15.1% | -0.7% | -14.4% | -14.6% |
| 3M | -10.8% | +11.3% | -22.1% | -18.6% |
| 6M | +15.7% | +35.5% | -19.9% | -11.0% |
| YTD | +80.1% | +40.6% | +39.5% | +35.8% |
| 1Y | +116.7% | +49.2% | +67.5% | +57.0% |
| All | +657.4% | +159.4% | +498.0% | +269.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling