+227.0%
UPS vs MOD
+937.7%
-710.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.8% |
| 7D | -2.9% | +9.6% | -12.5% | -4.2% |
| 30D | -3.5% | 0.0% | -3.5% | -3.7% |
| 3M | -5.7% | -35.4% | +29.7% | -0.2% |
| 6M | -4.4% | -7.3% | +2.9% | -4.9% |
| YTD | +8.0% | +45.8% | -37.8% | -0.3% |
| 1Y | +29.0% | +43.1% | -14.1% | +18.2% |
| 3Y | -27.7% | +297.7% | -325.4% | -47.3% |
| 5Y | -34.3% | +1,478.8% | -1,513.1% | -63.2% |
| 10Y | +37.8% | +1,633.4% | -1,595.6% | -32.6% |
| All | +227.0% | +937.7% | -710.7% | +27.5% |
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