-26.0%
UPS vs MRSH
-4.9%
-21.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -2.0% | -4.8% | +2.8% | -1.4% |
| 30D | -2.0% | -6.3% | +4.4% | -1.2% |
| 3M | -6.2% | +5.8% | -12.0% | -7.3% |
| 6M | +2.8% | +2.8% | 0.0% | +2.0% |
| YTD | +5.9% | -3.1% | +9.0% | +6.3% |
| 1Y | +26.2% | -11.3% | +37.5% | +29.1% |
| 3Y | -26.0% | -5.0% | -21.0% | -26.9% |
| All | -26.0% | -4.9% | -21.1% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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