+116.7%
UMAC vs QSR
+28.6%
+88.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.1% |
| 7D | -3.4% | -4.0% | +0.6% | -5.4% |
| 30D | -15.1% | +2.8% | -17.8% | -13.7% |
| 3M | -10.8% | +5.1% | -15.9% | -7.6% |
| 6M | +15.7% | +8.8% | +6.9% | +20.1% |
| YTD | +80.1% | +14.8% | +65.3% | +90.3% |
| 1Y | +116.7% | +25.7% | +91.0% | +114.7% |
| All | +116.7% | +28.6% | +88.1% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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