-34.6%
UPS vs MSI
+100.4%
-135.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | -2.1% | -5.8% | +3.6% | -0.6% |
| 30D | -2.3% | -1.0% | -1.3% | -2.1% |
| 3M | -5.2% | +14.2% | -19.4% | -9.0% |
| 6M | +1.4% | +1.0% | +0.4% | +0.6% |
| YTD | +6.1% | +21.5% | -15.4% | -0.9% |
| 1Y | +27.0% | -2.1% | +29.1% | +27.2% |
| 3Y | -25.9% | +69.3% | -95.3% | -43.3% |
| 5Y | -34.6% | +99.3% | -133.9% | -54.8% |
| All | -34.6% | +100.4% | -135.0% | -54.8% |
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