+915.1%
MSFT vs UPS
+43.9%
+871.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.7% | -0.5% |
| 7D | -1.3% | +3.8% | -5.1% | -2.6% |
| 30D | -1.8% | +17.4% | -19.2% | -7.5% |
| 3M | +5.6% | +8.2% | -2.6% | +2.4% |
| 6M | +29.8% | +17.9% | +11.9% | +21.1% |
| YTD | +9.0% | +18.7% | -9.7% | +0.1% |
| 1Y | +4.9% | +24.8% | -19.9% | -5.7% |
| 3Y | +46.2% | -4.5% | +50.8% | +40.3% |
| 5Y | +62.1% | -33.2% | +95.3% | +81.1% |
| All | +915.1% | +43.9% | +871.2% | +586.1% |
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