+878.4%
MSFT vs UPS
+37.9%
+840.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -0.8% | -2.0% | +1.2% | -0.1% |
| 30D | +0.8% | -2.0% | +2.8% | +1.6% |
| 3M | +27.2% | -6.2% | +33.4% | +29.6% |
| 6M | +22.9% | +2.8% | +20.1% | +20.1% |
| YTD | +3.1% | +5.9% | -2.8% | -1.1% |
| 1Y | -0.3% | +26.2% | -26.5% | -11.4% |
| 3Y | +50.1% | -26.0% | +76.1% | +60.7% |
| 5Y | +74.6% | -34.3% | +108.9% | +94.2% |
| All | +878.4% | +37.9% | +840.5% | +568.9% |
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