+174.7%
MS vs UPS
-5.9%
+180.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.2% |
| 7D | +3.7% | -0.6% | +4.3% | +3.9% |
| 30D | +2.0% | +16.4% | -14.5% | -2.4% |
| 3M | -12.6% | +7.9% | -20.5% | -14.5% |
| 6M | -0.3% | +15.8% | -16.1% | -4.8% |
| YTD | +9.0% | +16.6% | -7.6% | +3.4% |
| 1Y | +13.9% | +22.3% | -8.4% | +6.5% |
| All | +174.7% | -5.9% | +180.6% | +146.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling