+44.3%
UPS vs MTSI
+512.4%
-468.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.0% | -6.6% | +1.1% |
| 7D | +1.1% | +3.5% | -2.4% | +0.2% |
| 30D | +17.3% | -30.3% | +47.6% | +22.6% |
| 3M | +7.9% | -26.0% | +33.9% | +10.8% |
| 6M | +13.7% | -36.1% | +49.8% | +18.3% |
| YTD | +17.2% | +34.3% | -17.1% | +6.5% |
| 1Y | +23.2% | +35.3% | -12.0% | +11.6% |
| 3Y | -5.9% | +217.6% | -223.5% | -29.0% |
| 5Y | -33.1% | +210.1% | -243.2% | -50.4% |
| 10Y | +44.3% | +471.4% | -427.1% | -14.5% |
| All | +44.3% | +512.4% | -468.0% | -14.5% |
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