+30.6%
UPS vs MSTU
-88.0%
+118.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +10.3% | -5.6% | +4.6% |
| 7D | +8.2% | -4.8% | +13.1% | +8.2% |
| 30D | +22.7% | -29.6% | +52.3% | +22.8% |
| 3M | +6.4% | +69.4% | -63.0% | +5.8% |
| 6M | +22.6% | -62.2% | +84.9% | +21.5% |
| YTD | +20.7% | -61.1% | +81.8% | +18.5% |
| 1Y | +30.6% | -87.2% | +117.8% | +29.1% |
| All | +30.6% | -88.0% | +118.6% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling