+1,870.8%
MSFT vs UPS
+277.5%
+1,593.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.5% | -2.9% |
| 7D | -6.2% | -1.6% | -4.6% | -5.5% |
| 30D | -3.7% | +17.9% | -21.6% | -11.1% |
| 3M | +3.6% | +9.4% | -5.8% | -1.0% |
| 6M | +26.8% | +16.2% | +10.6% | +16.7% |
| YTD | +8.4% | +18.8% | -10.3% | -2.9% |
| 1Y | +3.3% | +26.1% | -22.8% | -10.4% |
| 3Y | +44.3% | -4.5% | +48.7% | +36.3% |
| 5Y | +63.3% | -33.2% | +96.6% | +83.2% |
| 10Y | +894.4% | +44.3% | +850.1% | +577.7% |
| All | +1,870.8% | +277.5% | +1,593.3% | +604.4% |
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