+1,881.2%
MSFT vs UPS
+277.3%
+1,603.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.7% | -0.7% |
| 7D | -1.3% | +3.8% | -5.1% | -3.0% |
| 30D | -1.8% | +17.4% | -19.2% | -9.1% |
| 3M | +5.6% | +8.2% | -2.6% | +1.4% |
| 6M | +29.8% | +17.9% | +11.9% | +18.5% |
| YTD | +9.0% | +18.7% | -9.7% | -2.4% |
| 1Y | +4.9% | +24.8% | -19.9% | -8.6% |
| 3Y | +46.2% | -4.5% | +50.8% | +38.1% |
| 5Y | +62.1% | -33.2% | +95.3% | +81.7% |
| 10Y | +899.6% | +44.2% | +855.4% | +581.2% |
| All | +1,881.2% | +277.3% | +1,603.9% | +608.1% |
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 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