-33.5%
UPS vs MSI
+125.1%
-158.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +1.7% | +7.4% | -5.7% | -0.2% |
| 30D | +17.4% | +18.7% | -1.3% | +12.2% |
| 3M | +7.7% | +14.5% | -6.7% | +3.9% |
| 6M | +13.8% | +38.1% | -24.3% | +3.6% |
| YTD | +17.3% | +38.7% | -21.4% | +5.7% |
| 1Y | +27.2% | +35.4% | -8.2% | +15.5% |
| 3Y | -5.6% | +75.1% | -80.7% | -27.0% |
| 5Y | -33.5% | +126.4% | -159.9% | -56.1% |
| All | -33.5% | +125.1% | -158.6% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling