+64.9%
USB vs UMAC
+197.5%
-132.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.8% | -11.3% | -0.8% |
| 7D | 0.0% | -23.4% | +23.4% | +0.5% |
| 30D | +5.8% | -45.6% | +51.5% | +7.2% |
| 3M | -6.0% | -50.9% | +44.9% | -4.7% |
| 6M | +7.8% | -16.5% | +24.3% | +7.1% |
| YTD | +14.6% | -6.6% | +21.2% | +12.9% |
| 1Y | +31.8% | +10.7% | +21.1% | +29.0% |
| All | +64.9% | +197.5% | -132.6% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 5y: compounded portfolio wealth divided by compounded UMAC 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…
5y analysis · Full analysis span regression · 6 months rolling