+246.2%
UPS vs MOD
+402.0%
-155.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.7% | -8.2% | -3.3% |
| 7D | 0.0% | -25.5% | +25.6% | +3.7% |
| 30D | +17.3% | -49.0% | +66.3% | +28.2% |
| 3M | +6.6% | -49.8% | +56.4% | +16.1% |
| 6M | +12.0% | -64.8% | +76.8% | +27.3% |
| YTD | +14.4% | -27.6% | +42.0% | +15.4% |
| 1Y | +23.3% | -35.2% | +58.5% | +25.6% |
| 3Y | -9.6% | +137.1% | -146.8% | -29.8% |
| 5Y | -34.1% | +760.3% | -794.4% | -60.1% |
| 10Y | +49.5% | +938.8% | -889.3% | -22.3% |
| All | +246.2% | +402.0% | -155.8% | +48.1% |
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