+45.9%
UPS vs MAS
+215.0%
-169.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +3.8% | +3.0% | +0.8% | +2.4% |
| 30D | +17.4% | +22.4% | -5.1% | +7.2% |
| 3M | +8.2% | +14.5% | -6.3% | +1.7% |
| 6M | +17.9% | +27.1% | -9.2% | +4.8% |
| YTD | +18.7% | +35.8% | -17.1% | +1.4% |
| 1Y | +24.8% | +39.4% | -14.6% | +5.2% |
| 3Y | -4.5% | +60.3% | -64.8% | -25.7% |
| 5Y | -33.2% | +39.4% | -72.6% | -46.0% |
| All | +45.9% | +215.0% | -169.1% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling