+110.9%
MO vs UPS
+37.9%
+73.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.1% | -2.0% | +2.1% | +0.5% |
| 30D | +7.1% | -2.0% | +9.1% | +7.5% |
| 3M | -2.0% | -6.2% | +4.3% | -1.0% |
| 6M | +7.3% | +2.8% | +4.5% | +5.9% |
| YTD | +23.5% | +5.9% | +17.6% | +20.8% |
| 1Y | +11.0% | +26.2% | -15.2% | +4.3% |
| 3Y | +95.0% | -26.0% | +121.0% | +104.0% |
| 5Y | +100.6% | -34.3% | +134.9% | +111.5% |
| All | +110.9% | +37.9% | +73.0% | +67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling