+227.0%
UPS vs MSI
+407.6%
-180.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -2.9% | -3.7% | +0.8% | -2.1% |
| 30D | -3.5% | +6.8% | -10.3% | -5.0% |
| 3M | -5.7% | +14.3% | -20.0% | -8.6% |
| 6M | -4.4% | -1.6% | -2.8% | -4.6% |
| YTD | +8.0% | +22.8% | -14.8% | +2.7% |
| 1Y | +29.0% | -1.1% | +30.1% | +28.2% |
| 3Y | -27.7% | +70.5% | -98.2% | -36.6% |
| 5Y | -34.3% | +102.8% | -137.1% | -44.7% |
| 10Y | +37.8% | +597.4% | -559.6% | -9.8% |
| All | +227.0% | +407.6% | -180.6% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling