+23.8%
MSFT vs UPS
-6.9%
+30.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -2.0% |
| 7D | -2.7% | -2.9% | +0.2% | -2.5% |
| 30D | +2.7% | -3.5% | +6.2% | +2.8% |
| 3M | +17.0% | -5.7% | +22.7% | +17.2% |
| 6M | +23.8% | -4.4% | +28.2% | +23.8% |
| All | +23.8% | -6.9% | +30.7% | +23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling