+30.6%
UPS vs MTSI
+59.5%
-28.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +4.7% |
| 7D | +8.2% | -10.7% | +18.9% | +8.3% |
| 30D | +22.7% | -29.0% | +51.7% | +23.0% |
| 3M | +6.4% | -14.7% | +21.1% | +6.1% |
| 6M | +22.6% | -20.1% | +42.7% | +21.8% |
| YTD | +20.7% | +36.1% | -15.4% | +19.1% |
| 1Y | +30.6% | +61.7% | -31.1% | +28.6% |
| All | +30.6% | +59.5% | -28.9% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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