+37.9%
UPS vs MOD
+1,604.6%
-1,566.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.7% |
| 7D | -2.9% | +9.6% | -12.5% | -4.0% |
| 30D | -3.5% | 0.0% | -3.5% | -3.7% |
| 3M | -5.7% | -35.4% | +29.7% | -1.1% |
| 6M | -4.4% | -7.3% | +2.9% | -4.8% |
| YTD | +8.0% | +45.8% | -37.8% | +1.1% |
| 1Y | +29.0% | +43.1% | -14.1% | +20.0% |
| 3Y | -27.7% | +297.7% | -325.4% | -45.5% |
| 5Y | -34.3% | +1,478.8% | -1,513.1% | -61.6% |
| All | +37.9% | +1,604.6% | -1,566.6% | -26.6% |
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