+27.0%
UPS vs MSCI
+0.3%
+26.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -1.5% |
| 7D | -2.1% | -2.1% | 0.0% | -1.9% |
| 30D | -2.3% | -1.7% | -0.6% | -2.2% |
| 3M | -5.2% | -8.2% | +3.0% | -4.7% |
| 6M | +1.4% | -2.4% | +3.8% | +1.0% |
| YTD | +6.1% | -2.8% | +8.9% | +4.8% |
| 1Y | +27.0% | -2.7% | +29.7% | +22.1% |
| All | +27.0% | +0.3% | +26.7% | +22.1% |
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