-25.9%
UPS vs MTSI
+224.7%
-250.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.6% | -1.5% |
| 7D | -2.9% | +1.4% | -4.3% | -3.0% |
| 30D | -3.5% | +2.1% | -5.6% | -4.2% |
| 3M | -5.7% | -29.7% | +24.0% | -2.5% |
| 6M | -4.4% | +12.5% | -16.9% | -7.7% |
| YTD | +8.0% | +57.0% | -49.0% | -0.8% |
| 1Y | +29.0% | +103.9% | -74.9% | +13.2% |
| All | -25.9% | +224.7% | -250.6% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling