+725.1%
MS vs UPS
+243.4%
+481.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +1.2% |
| 7D | +1.4% | -2.9% | +4.3% | +3.8% |
| 30D | -0.3% | -3.5% | +3.3% | +2.5% |
| 3M | +0.3% | -5.7% | +6.0% | +3.9% |
| 6M | +31.3% | -4.4% | +35.7% | +32.9% |
| YTD | +24.7% | +8.0% | +16.6% | +13.7% |
| 1Y | +47.9% | +29.0% | +18.9% | +14.9% |
| 3Y | +178.3% | -27.7% | +206.1% | +222.7% |
| 5Y | +144.9% | -34.3% | +179.2% | +192.6% |
| 10Y | +804.5% | +37.8% | +766.7% | +348.2% |
| All | +725.1% | +243.4% | +481.7% | +78.2% |
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