-12.8%
UPS vs MSTU
-86.5%
+73.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.6% | +6.9% | -1.6% |
| 7D | -2.1% | +16.1% | -18.3% | -2.6% |
| 30D | -2.3% | +68.7% | -71.0% | -4.0% |
| 3M | -5.2% | -11.0% | +5.8% | -5.8% |
| 6M | +1.4% | -33.4% | +34.8% | +0.8% |
| YTD | +6.1% | -59.5% | +65.6% | +5.9% |
| 1Y | +27.0% | -93.4% | +120.3% | +34.0% |
| All | -12.8% | -86.5% | +73.6% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling