-33.7%
UPS vs MTSI
+320.9%
-354.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.6% | -1.7% |
| 7D | -2.9% | +1.4% | -4.3% | -3.1% |
| 30D | -3.5% | +2.1% | -5.6% | -4.5% |
| 3M | -5.7% | -29.7% | +24.0% | -1.1% |
| 6M | -4.4% | +12.5% | -16.9% | -9.0% |
| YTD | +8.0% | +57.0% | -49.0% | -4.2% |
| 1Y | +29.0% | +103.9% | -74.9% | +7.5% |
| 3Y | -27.7% | +223.6% | -251.3% | -49.3% |
| All | -33.7% | +320.9% | -354.6% | -58.5% |
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 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