-4.5%
UPS vs MOD
+201.5%
-206.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +27.9% | -26.0% | +0.2% |
| 7D | +3.8% | +40.4% | -36.6% | +1.6% |
| 30D | +17.4% | -14.0% | +31.4% | +17.9% |
| 3M | +8.2% | -33.3% | +41.5% | +10.4% |
| 6M | +17.9% | -51.4% | +69.4% | +22.6% |
| YTD | +18.7% | +1.6% | +17.1% | +17.7% |
| 1Y | +24.8% | +5.4% | +19.4% | +23.2% |
| 3Y | -4.5% | +191.0% | -195.5% | -25.7% |
| All | -4.5% | +201.5% | -206.0% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling