+167.6%
UPS vs MSCI
+2,756.4%
-2,588.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | -3.5% | +0.6% | -4.1% | -3.7% |
| 3M | -5.7% | -7.1% | +1.4% | -4.3% |
| 6M | -4.4% | +0.8% | -5.2% | -5.4% |
| YTD | +8.0% | +1.0% | +7.0% | +6.3% |
| 1Y | +29.0% | +4.3% | +24.7% | +25.5% |
| 3Y | -27.7% | +9.9% | -37.7% | -32.3% |
| 5Y | -34.3% | -6.8% | -27.6% | -36.8% |
| 10Y | +37.8% | +614.7% | -576.9% | -29.2% |
| All | +167.6% | +2,756.4% | -2,588.8% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling