+794.2%
MS vs UPS
+35.8%
+758.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.2% |
| 7D | +2.5% | -2.1% | +4.6% | +3.5% |
| 30D | 0.0% | -2.3% | +2.3% | +1.0% |
| 3M | +2.4% | -5.2% | +7.7% | +4.6% |
| 6M | +36.4% | +1.4% | +35.0% | +33.9% |
| YTD | +23.8% | +6.1% | +17.7% | +18.6% |
| 1Y | +48.6% | +27.0% | +21.6% | +29.1% |
| 3Y | +179.1% | -25.9% | +205.1% | +207.5% |
| 5Y | +144.8% | -34.6% | +179.4% | +183.2% |
| 10Y | +794.2% | +36.2% | +758.0% | +452.9% |
| All | +794.2% | +35.8% | +758.4% | +452.9% |
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