+2.6%
UPS vs MKSI
+31.7%
-29.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.2% | -1.4% |
| 7D | -3.7% | +6.6% | -10.3% | -4.5% |
| 30D | -3.7% | -8.2% | +4.5% | -2.9% |
| 3M | -6.6% | -16.4% | +9.9% | -7.3% |
| 6M | +2.6% | +23.0% | -20.4% | -7.8% |
| All | +2.6% | +31.7% | -29.1% | -7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling