+15,614.6%
MA vs UPS
+165.6%
+15,449.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.8% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +14.7% | +17.3% | -2.7% | +5.4% |
| 3M | +13.5% | +6.6% | +6.9% | +9.3% |
| 6M | +33.1% | +12.0% | +21.1% | +23.5% |
| YTD | +15.1% | +14.4% | +0.7% | +4.1% |
| 1Y | +18.7% | +23.3% | -4.6% | +2.9% |
| 3Y | +72.1% | -9.6% | +81.7% | +66.4% |
| 5Y | +92.8% | -34.1% | +126.9% | +120.4% |
| 10Y | +571.6% | +49.5% | +522.2% | +301.2% |
| All | +15,614.6% | +165.6% | +15,449.0% | +5,344.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling