-5.6%
UPS vs MSI
+76.3%
-82.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +1.7% | +7.4% | -5.7% | +1.4% |
| 30D | +17.4% | +18.7% | -1.3% | +16.4% |
| 3M | +7.7% | +14.5% | -6.7% | +7.0% |
| 6M | +13.8% | +38.1% | -24.3% | +11.6% |
| YTD | +17.3% | +38.7% | -21.4% | +15.0% |
| 1Y | +27.2% | +35.4% | -8.2% | +24.9% |
| 3Y | -5.6% | +75.1% | -80.7% | -16.6% |
| All | -5.6% | +76.3% | -82.0% | -16.6% |
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