+30.6%
UPS vs MAR
+62.0%
-31.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +4.1% |
| 7D | +8.2% | +7.7% | +0.5% | +5.8% |
| 30D | +22.7% | +19.4% | +3.3% | +16.1% |
| 3M | +6.4% | +23.3% | -16.9% | -0.6% |
| 6M | +22.6% | +22.8% | -0.2% | +13.4% |
| YTD | +20.7% | +37.8% | -17.0% | +5.7% |
| 1Y | +30.6% | +57.4% | -26.7% | +7.3% |
| All | +30.6% | +62.0% | -31.4% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling