-33.7%
UPS vs MAS
+32.0%
-65.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.9% |
| 7D | -2.9% | -0.8% | -2.1% | -2.6% |
| 30D | -3.5% | -5.6% | +2.1% | -1.2% |
| 3M | -5.7% | +4.4% | -10.2% | -8.3% |
| 6M | -4.4% | +7.2% | -11.6% | -8.7% |
| YTD | +8.0% | +16.1% | -8.1% | -1.1% |
| 1Y | +29.0% | +0.1% | +28.9% | +26.2% |
| 3Y | -27.7% | +28.3% | -56.0% | -37.9% |
| All | -33.7% | +32.0% | -65.8% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling