-2.5%
UPS vs MSTU
-92.2%
+89.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.0% | +6.8% | +2.0% |
| 7D | +3.8% | -25.8% | +29.6% | +4.5% |
| 30D | +17.4% | -43.9% | +61.2% | +18.7% |
| 3M | +8.2% | +2.9% | +5.3% | +7.1% |
| 6M | +17.9% | -75.5% | +93.4% | +20.1% |
| YTD | +18.7% | -76.7% | +95.4% | +19.4% |
| 1Y | +24.8% | -88.9% | +113.8% | +28.3% |
| All | -2.5% | -92.2% | +89.7% | -5.4% |
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