+36.4%
UPS vs MKSI
+524.1%
-487.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.1% |
| 7D | -2.0% | +2.7% | -4.7% | -2.6% |
| 30D | -2.0% | -12.8% | +10.8% | +0.7% |
| 3M | -6.2% | -22.5% | +16.3% | -2.7% |
| 6M | +2.8% | +19.4% | -16.6% | -3.9% |
| YTD | +5.9% | +67.7% | -61.8% | -9.0% |
| 1Y | +26.2% | +131.4% | -105.2% | -0.5% |
| 3Y | -26.0% | +197.3% | -223.3% | -48.6% |
| 5Y | -34.3% | +87.0% | -121.2% | -50.7% |
| All | +36.4% | +524.1% | -487.7% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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