-6.1%
UPS vs MSTZ
-99.4%
+93.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.2% | -2.4% |
| 7D | 0.0% | -1.2% | +1.3% | +0.1% |
| 30D | +17.3% | +22.2% | -4.8% | +18.2% |
| 3M | +6.6% | -70.4% | +77.0% | +4.6% |
| 6M | +12.0% | -31.0% | +43.0% | +13.0% |
| YTD | +14.4% | -81.0% | +95.4% | +13.3% |
| 1Y | +23.3% | -61.2% | +84.5% | +25.7% |
| All | -6.1% | -99.4% | +93.3% | -11.3% |
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