+44.3%
UPS vs MTSI
+539.0%
-494.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.3% | -9.1% | -0.2% |
| 7D | -1.6% | +7.2% | -8.8% | -3.1% |
| 30D | +17.9% | -18.4% | +36.4% | +20.4% |
| 3M | +9.4% | -16.7% | +26.1% | +10.4% |
| 6M | +16.2% | -31.7% | +47.9% | +19.6% |
| YTD | +18.8% | +45.9% | -27.1% | +6.6% |
| 1Y | +26.1% | +47.0% | -20.9% | +12.8% |
| 3Y | -4.5% | +224.1% | -228.5% | -28.1% |
| 5Y | -33.2% | +238.5% | -271.7% | -51.1% |
| 10Y | +44.3% | +512.7% | -468.4% | -15.3% |
| All | +44.3% | +539.0% | -494.7% | -15.3% |
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