+27.4%
UPS vs MSTZ
-57.9%
+85.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +17.7% | -20.6% | -2.7% |
| 7D | +3.5% | +13.4% | -9.9% | +3.6% |
| 30D | +19.3% | +37.5% | -18.3% | +19.6% |
| 3M | +4.7% | -69.9% | +74.7% | +4.2% |
| 6M | +17.0% | -32.0% | +48.9% | +16.1% |
| YTD | +17.3% | -81.2% | +98.5% | +15.3% |
| 1Y | +27.4% | -56.1% | +83.4% | +25.9% |
| All | +27.4% | -57.9% | +85.3% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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