-13.9%
UPS vs MSTZ
-99.2%
+85.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.5% | -6.7% | -1.1% |
| 7D | -3.7% | -23.6% | +19.9% | -4.1% |
| 30D | -3.7% | -60.7% | +57.0% | -5.4% |
| 3M | -6.6% | -58.3% | +51.7% | -7.5% |
| 6M | +2.6% | -60.0% | +62.6% | +1.8% |
| YTD | +4.8% | -75.2% | +80.0% | +4.0% |
| 1Y | +25.3% | -19.9% | +45.2% | +30.6% |
| All | -13.9% | -99.2% | +85.2% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling