+24.8%
UPS vs MSTU
-90.4%
+115.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.0% | +6.8% | +1.9% |
| 7D | +3.8% | -25.8% | +29.6% | +4.1% |
| 30D | +17.4% | -43.9% | +61.2% | +17.8% |
| 3M | +8.2% | +2.9% | +5.3% | +8.0% |
| 6M | +17.9% | -75.5% | +93.4% | +17.4% |
| YTD | +18.7% | -76.7% | +95.4% | +16.8% |
| 1Y | +24.8% | -88.9% | +113.8% | +23.8% |
| All | +24.8% | -90.4% | +115.2% | +23.8% |
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