+42.2%
MA vs UPS
-25.0%
+67.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -2.7% | -2.9% | +0.2% | -2.2% |
| 30D | +1.5% | -3.5% | +5.0% | +2.1% |
| 3M | +20.4% | -5.7% | +26.1% | +21.3% |
| 6M | +11.1% | -4.4% | +15.5% | +11.4% |
| YTD | +2.0% | +8.0% | -6.1% | -0.3% |
| 1Y | -2.2% | +29.0% | -31.2% | -7.8% |
| All | +42.2% | -25.0% | +67.2% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 3y: compounded portfolio wealth divided by compounded UPS 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…
3y analysis · Full analysis span regression · 6 months rolling