+100.1%
MO vs UPS
-33.5%
+133.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.2% |
| 7D | -1.0% | -3.4% | +2.4% | -0.7% |
| 30D | +5.8% | -2.7% | +8.5% | +6.1% |
| 3M | -4.5% | -1.6% | -2.9% | -4.5% |
| 6M | +5.7% | +2.3% | +3.4% | +5.0% |
| YTD | +23.1% | +5.6% | +17.5% | +21.7% |
| 1Y | +10.9% | +27.1% | -16.1% | +6.8% |
| 3Y | +96.1% | -26.3% | +122.4% | +103.6% |
| 5Y | +100.1% | -34.5% | +134.6% | +103.2% |
| All | +100.1% | -33.5% | +133.6% | +103.2% |
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 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