-34.5%
UPS vs MTSI
+183.3%
-217.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.8% | -13.3% | -3.9% |
| 7D | 0.0% | -10.0% | +10.0% | +1.1% |
| 30D | +17.3% | -37.2% | +54.5% | +24.1% |
| 3M | +6.6% | -30.1% | +36.7% | +10.2% |
| 6M | +12.0% | -31.9% | +43.9% | +14.5% |
| YTD | +14.4% | +23.2% | -8.8% | +3.1% |
| 1Y | +23.3% | +26.4% | -3.1% | +10.1% |
| 3Y | -9.6% | +186.2% | -195.8% | -38.0% |
| All | -34.5% | +183.3% | -217.8% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling