+26.1%
UPS vs MOD
-33.2%
+59.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +1.1% |
| 7D | -1.6% | +8.2% | -9.9% | -2.1% |
| 30D | +17.9% | -38.2% | +56.1% | +21.6% |
| 3M | +9.4% | -46.2% | +55.6% | +13.9% |
| 6M | +16.2% | -62.5% | +78.7% | +24.9% |
| YTD | +18.8% | -20.1% | +38.9% | +22.1% |
| 1Y | +26.1% | -29.7% | +55.8% | +29.6% |
| All | +26.1% | -33.2% | +59.3% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling