+5,717.7%
MO vs UPS
+237.3%
+5,480.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -0.6% |
| 7D | -2.0% | -2.1% | +0.1% | -1.6% |
| 30D | -0.3% | -2.3% | +2.1% | +0.2% |
| 3M | -2.9% | -5.2% | +2.3% | -2.2% |
| 6M | +5.8% | +1.4% | +4.4% | +4.6% |
| YTD | +22.0% | +6.1% | +15.9% | +19.2% |
| 1Y | +10.7% | +27.0% | -16.3% | +3.5% |
| 3Y | +94.4% | -25.9% | +120.3% | +102.4% |
| 5Y | +97.2% | -34.6% | +131.8% | +107.8% |
| 10Y | +103.0% | +36.2% | +66.8% | +71.4% |
| All | +5,717.7% | +237.3% | +5,480.4% | +3,896.4% |
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