+30.6%
UPS vs MSCI
+17.3%
+13.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.4% | -0.7% | +4.4% |
| 7D | +8.2% | +11.5% | -3.2% | +7.8% |
| 30D | +22.7% | +22.1% | +0.7% | +22.0% |
| 3M | +6.4% | +18.4% | -12.0% | +5.8% |
| 6M | +22.6% | +16.6% | +6.0% | +21.8% |
| YTD | +20.7% | +18.8% | +1.9% | +18.1% |
| 1Y | +30.6% | +19.0% | +11.7% | +28.2% |
| All | +30.6% | +17.3% | +13.4% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling