+578.8%
MS vs UPS
+47.4%
+531.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.7% | +1.9% |
| 7D | +0.7% | +1.1% | -0.4% | +0.3% |
| 30D | -0.9% | +17.3% | -18.3% | -8.2% |
| 3M | -13.0% | +7.9% | -20.9% | -16.4% |
| 6M | -2.0% | +13.7% | -15.7% | -8.7% |
| YTD | +7.8% | +17.2% | -9.4% | -1.8% |
| 1Y | +17.9% | +23.2% | -5.4% | +4.4% |
| 3Y | +174.8% | -5.9% | +180.7% | +166.0% |
| 5Y | +119.9% | -33.1% | +152.9% | +153.1% |
| 10Y | +578.8% | +44.3% | +534.5% | +327.4% |
| All | +578.8% | +47.4% | +531.4% | +327.4% |
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 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