+45.6%
UPS vs MAS
+213.7%
-168.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.5% | -1.6% |
| 7D | 0.0% | +2.0% | -1.9% | -0.8% |
| 30D | +17.3% | +19.4% | -2.0% | +8.4% |
| 3M | +6.6% | +9.4% | -2.8% | +2.1% |
| 6M | +12.0% | +15.3% | -3.3% | +3.9% |
| YTD | +14.4% | +31.3% | -16.9% | -0.8% |
| 1Y | +23.3% | +34.9% | -11.6% | +5.5% |
| 3Y | -9.6% | +58.6% | -68.2% | -29.3% |
| 5Y | -34.1% | +40.7% | -74.8% | -46.9% |
| All | +45.6% | +213.7% | -168.1% | -15.6% |
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