+15,762.5%
MA vs UPS
+172.3%
+15,590.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +1.8% | +1.7% | +0.1% | +0.9% |
| 30D | +11.8% | +17.4% | -5.6% | +2.7% |
| 3M | +17.2% | +7.7% | +9.4% | +12.3% |
| 6M | +33.4% | +13.8% | +19.6% | +22.7% |
| YTD | +16.1% | +17.3% | -1.1% | +3.7% |
| 1Y | +19.9% | +27.2% | -7.3% | +2.3% |
| 3Y | +70.1% | -5.6% | +75.7% | +60.5% |
| 5Y | +89.6% | -33.5% | +123.2% | +116.1% |
| 10Y | +568.4% | +43.7% | +524.8% | +313.4% |
| All | +15,762.5% | +172.3% | +15,590.1% | +5,323.7% |
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