-11.3%
UPS vs MSTU
-85.2%
+73.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.1% |
| 7D | -2.9% | +21.3% | -24.2% | -3.5% |
| 30D | -3.5% | +90.8% | -94.3% | -5.4% |
| 3M | -5.7% | -6.8% | +1.1% | -6.4% |
| 6M | -4.4% | -39.8% | +35.5% | -4.7% |
| YTD | +8.0% | -55.7% | +63.7% | +7.5% |
| 1Y | +29.0% | -92.7% | +121.7% | +35.9% |
| All | -11.3% | -85.2% | +73.9% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling