+43.7%
UPS vs MOD
+920.5%
-876.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.4% |
| 7D | +1.7% | -17.8% | +19.6% | +3.5% |
| 30D | +17.4% | -43.2% | +60.7% | +24.7% |
| 3M | +7.7% | -46.0% | +53.8% | +14.5% |
| 6M | +13.8% | -62.2% | +76.1% | +25.5% |
| YTD | +17.3% | -22.8% | +40.1% | +17.2% |
| 1Y | +27.2% | -35.5% | +62.6% | +29.3% |
| 3Y | -5.6% | +128.2% | -133.9% | -24.8% |
| 5Y | -33.5% | +791.6% | -825.1% | -58.8% |
| 10Y | +43.7% | +886.3% | -842.6% | -17.0% |
| All | +43.7% | +920.5% | -876.8% | -17.0% |
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