+30.6%
UPS vs MSI
+28.6%
+2.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.5% | +4.7% |
| 7D | +8.2% | +2.8% | +5.4% | +8.2% |
| 30D | +22.7% | +9.1% | +13.6% | +22.8% |
| 3M | +6.4% | +12.5% | -6.1% | +6.8% |
| 6M | +22.6% | +14.2% | +8.4% | +23.5% |
| YTD | +20.7% | +30.7% | -10.0% | +22.3% |
| 1Y | +30.6% | +27.5% | +3.1% | +34.3% |
| All | +30.6% | +28.6% | +2.1% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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