+25.3%
UPS vs MSFU
-20.0%
+45.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | -3.7% | -2.3% | -1.3% | -3.7% |
| 30D | -3.7% | -6.3% | +2.5% | -3.7% |
| 3M | -6.6% | +40.0% | -46.5% | -6.1% |
| 6M | +2.6% | +30.1% | -27.5% | +2.1% |
| YTD | +4.8% | -10.3% | +15.1% | +4.1% |
| 1Y | +25.3% | -19.0% | +44.3% | +32.5% |
| All | +25.3% | -20.0% | +45.3% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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