+36.4%
UPS vs MOH
+264.4%
-228.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | 0.0% |
| 7D | -2.0% | +1.7% | -3.7% | -2.2% |
| 30D | -2.0% | -0.9% | -1.1% | -1.9% |
| 3M | -6.2% | +5.7% | -11.9% | -7.3% |
| 6M | +2.8% | +39.1% | -36.3% | -2.8% |
| YTD | +5.9% | +17.7% | -11.8% | +1.6% |
| 1Y | +26.2% | +8.4% | +17.9% | +22.1% |
| 3Y | -26.0% | -36.6% | +10.6% | -24.8% |
| 5Y | -34.3% | -19.1% | -15.2% | -36.8% |
| All | +36.4% | +264.4% | -228.0% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 10y: compounded portfolio wealth divided by compounded MOH 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…
10y analysis · Full analysis span regression · 6 months rolling