+45.4%
MSFT vs UPS
-4.2%
+49.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.5% | -2.4% |
| 7D | -6.2% | -1.6% | -4.6% | -6.0% |
| 30D | -3.7% | +17.9% | -21.6% | -5.7% |
| 3M | +3.6% | +9.4% | -5.8% | +2.5% |
| 6M | +26.8% | +16.2% | +10.6% | +24.2% |
| YTD | +8.4% | +18.8% | -10.3% | +5.1% |
| 1Y | +3.3% | +26.1% | -22.8% | -1.0% |
| All | +45.4% | -4.2% | +49.6% | +44.7% |
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