+219.6%
UPS vs MKSI
+1,113.0%
-893.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.2% |
| 7D | -3.4% | +4.9% | -8.3% | -4.3% |
| 30D | -2.7% | -11.0% | +8.2% | -1.0% |
| 3M | -1.6% | -17.1% | +15.4% | +0.3% |
| 6M | +2.3% | +16.4% | -14.1% | -2.4% |
| YTD | +5.6% | +64.3% | -58.7% | -5.8% |
| 1Y | +27.1% | +137.7% | -110.7% | +5.1% |
| 3Y | -26.3% | +189.1% | -215.4% | -43.6% |
| 5Y | -34.5% | +83.1% | -117.6% | -47.0% |
| 10Y | +37.1% | +509.4% | -472.2% | -13.9% |
| All | +219.6% | +1,113.0% | -893.4% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling