+44.3%
UPS vs MOD
+915.9%
-871.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.9% |
| 7D | -1.6% | +8.2% | -9.9% | -2.6% |
| 30D | +17.9% | -38.2% | +56.1% | +24.0% |
| 3M | +9.4% | -46.2% | +55.6% | +16.4% |
| 6M | +16.2% | -62.5% | +78.7% | +28.3% |
| YTD | +18.8% | -20.1% | +38.9% | +18.2% |
| 1Y | +26.1% | -29.7% | +55.8% | +26.9% |
| 3Y | -4.5% | +136.2% | -140.7% | -24.2% |
| 5Y | -33.2% | +820.4% | -853.6% | -58.8% |
| 10Y | +44.3% | +839.8% | -795.5% | -16.7% |
| All | +44.3% | +915.9% | -871.6% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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