+43.7%
UPS vs MSI
+670.3%
-626.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +1.7% | +7.4% | -5.7% | -0.8% |
| 30D | +17.4% | +18.7% | -1.3% | +10.7% |
| 3M | +7.7% | +14.5% | -6.7% | +2.8% |
| 6M | +13.8% | +38.1% | -24.3% | +1.0% |
| YTD | +17.3% | +38.7% | -21.4% | +3.0% |
| 1Y | +27.2% | +35.4% | -8.2% | +12.7% |
| 3Y | -5.6% | +75.1% | -80.7% | -26.9% |
| 5Y | -33.5% | +126.4% | -159.9% | -54.5% |
| 10Y | +43.7% | +671.4% | -627.7% | -36.9% |
| All | +43.7% | +670.3% | -626.7% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling