+122.9%
MS vs UPS
-33.1%
+156.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | 0.0% |
| 7D | +5.1% | +3.8% | +1.3% | +3.5% |
| 30D | +5.7% | +17.4% | -11.7% | -0.9% |
| 3M | -12.2% | +8.2% | -20.4% | -15.1% |
| 6M | -0.5% | +17.9% | -18.4% | -7.6% |
| YTD | +9.8% | +18.7% | -8.9% | +1.0% |
| 1Y | +17.7% | +24.8% | -7.1% | +5.9% |
| 3Y | +176.8% | -4.5% | +181.4% | +165.5% |
| All | +122.9% | -33.1% | +156.0% | +158.0% |
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