-25.9%
UPS vs MSI
+69.3%
-95.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.7% |
| 7D | -2.1% | -5.8% | +3.6% | -1.8% |
| 30D | -2.3% | -1.0% | -1.3% | -2.3% |
| 3M | -5.2% | +14.2% | -19.4% | -6.4% |
| 6M | +1.4% | +1.0% | +0.4% | +1.6% |
| YTD | +6.1% | +21.5% | -15.4% | +4.0% |
| 1Y | +27.0% | -2.1% | +29.1% | +27.8% |
| 3Y | -25.9% | +69.3% | -95.3% | -39.1% |
| All | -25.9% | +69.3% | -95.2% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling