+92.3%
MA vs UPS
-34.3%
+126.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.2% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +14.7% | +17.3% | -2.7% | +9.4% |
| 3M | +13.5% | +6.6% | +6.9% | +11.2% |
| 6M | +33.1% | +12.0% | +21.1% | +27.7% |
| YTD | +15.1% | +14.4% | +0.7% | +8.6% |
| 1Y | +18.7% | +23.3% | -4.6% | +9.2% |
| 3Y | +72.1% | -9.6% | +81.7% | +68.3% |
| All | +92.3% | -34.3% | +126.6% | +116.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling