-9.6%
UPS vs MSFU
+32.6%
-42.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.3% |
| 7D | 0.0% | +2.5% | -2.4% | -0.2% |
| 30D | +17.3% | -1.3% | +18.6% | +17.3% |
| 3M | +6.6% | +8.6% | -2.0% | +5.7% |
| 6M | +12.0% | +48.4% | -36.4% | +8.0% |
| YTD | +14.4% | +1.6% | +12.8% | +14.1% |
| 1Y | +23.3% | -5.8% | +29.1% | +24.2% |
| 3Y | -9.6% | +30.9% | -40.6% | -13.1% |
| All | -9.6% | +32.6% | -42.2% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling