+1,789.7%
MSFT vs UPS
+243.4%
+1,546.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.5% |
| 7D | -2.7% | -2.9% | +0.2% | -1.3% |
| 30D | +2.7% | -3.5% | +6.2% | +4.3% |
| 3M | +17.0% | -5.7% | +22.7% | +19.3% |
| 6M | +23.8% | -4.4% | +28.2% | +24.3% |
| YTD | +4.0% | +8.0% | -4.0% | -2.3% |
| 1Y | -0.8% | +29.0% | -29.9% | -15.3% |
| 3Y | +55.6% | -27.7% | +83.3% | +69.7% |
| 5Y | +72.9% | -34.3% | +107.2% | +94.2% |
| 10Y | +875.8% | +37.8% | +838.0% | +578.7% |
| All | +1,789.7% | +243.4% | +1,546.4% | +608.8% |
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 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