-13.9%
UPS vs MSTU
-87.2%
+73.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.2% | -1.1% |
| 7D | -3.7% | +12.9% | -16.6% | -4.1% |
| 30D | -3.7% | +68.3% | -72.1% | -5.3% |
| 3M | -6.6% | +0.4% | -6.9% | -7.3% |
| 6M | +2.6% | -41.5% | +44.1% | +2.3% |
| YTD | +4.8% | -61.7% | +66.5% | +4.7% |
| 1Y | +25.3% | -93.7% | +118.9% | +32.4% |
| All | -13.9% | -87.2% | +73.3% | -17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling