+43.7%
UPS vs MTSI
+454.4%
-410.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | +1.7% | -3.8% | +5.5% | +1.9% |
| 30D | +17.4% | -31.4% | +48.8% | +23.0% |
| 3M | +7.7% | -23.8% | +31.5% | +10.2% |
| 6M | +13.8% | -37.1% | +50.9% | +18.6% |
| YTD | +17.3% | +32.2% | -15.0% | +6.9% |
| 1Y | +27.2% | +26.9% | +0.2% | +16.4% |
| 3Y | -5.6% | +193.7% | -199.4% | -27.9% |
| 5Y | -33.5% | +218.0% | -251.6% | -50.9% |
| 10Y | +43.7% | +477.8% | -434.1% | -14.6% |
| All | +43.7% | +454.4% | -410.7% | -14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling