+255.0%
UPS vs MOD
+374.9%
-119.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.3% | +4.4% | -1.8% |
| 7D | +3.5% | -34.2% | +37.6% | +9.2% |
| 30D | +19.3% | -51.9% | +71.1% | +31.5% |
| 3M | +4.7% | -53.0% | +57.8% | +15.3% |
| 6M | +17.0% | -66.4% | +83.3% | +33.9% |
| YTD | +17.3% | -31.5% | +48.8% | +19.4% |
| 1Y | +27.4% | -39.6% | +66.9% | +31.1% |
| 3Y | -7.7% | +116.8% | -124.5% | -27.3% |
| 5Y | -32.4% | +713.8% | -746.2% | -58.7% |
| 10Y | +53.3% | +882.7% | -829.4% | -19.6% |
| All | +255.0% | +374.9% | -119.9% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling