+265.4%
UPS vs MAS
+521.7%
-256.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.6% | -0.9% | +3.0% |
| 7D | +8.2% | +14.2% | -5.9% | +4.0% |
| 30D | +22.7% | +26.8% | -4.1% | +14.1% |
| 3M | +6.4% | +13.1% | -6.7% | +2.4% |
| 6M | +22.6% | +27.9% | -5.3% | +13.1% |
| YTD | +20.7% | +38.7% | -17.9% | +8.1% |
| 1Y | +30.6% | +40.4% | -9.7% | +16.5% |
| 3Y | -5.0% | +66.1% | -71.1% | -19.9% |
| 5Y | -31.3% | +47.4% | -78.7% | -40.7% |
| 10Y | +57.8% | +238.3% | -180.6% | +6.3% |
| All | +265.4% | +521.7% | -256.3% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling