-11.3%
UPS vs MSTZ
-99.3%
+88.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.1% |
| 7D | -2.9% | -29.7% | +26.8% | -3.5% |
| 30D | -3.5% | -65.3% | +61.8% | -5.5% |
| 3M | -5.7% | -57.3% | +51.6% | -6.6% |
| 6M | -4.4% | -61.6% | +57.3% | -5.1% |
| YTD | +8.0% | -78.3% | +86.3% | +6.8% |
| 1Y | +29.0% | -30.2% | +59.3% | +34.1% |
| All | -11.3% | -99.3% | +88.0% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling