+134.8%
UPS vs MTSI
+1,186.7%
-1,051.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.6% |
| 7D | -0.6% | +29.1% | -29.7% | -4.1% |
| 30D | +16.4% | -20.4% | +36.8% | +19.0% |
| 3M | +7.9% | -20.9% | +28.8% | +9.6% |
| 6M | +15.8% | -32.3% | +48.1% | +19.0% |
| YTD | +16.6% | +43.5% | -26.9% | +6.3% |
| 1Y | +22.3% | +43.8% | -21.5% | +11.3% |
| 3Y | -6.2% | +218.8% | -225.0% | -26.4% |
| 5Y | -34.4% | +228.3% | -262.8% | -49.6% |
| 10Y | +41.7% | +502.6% | -461.0% | -9.2% |
| All | +134.8% | +1,186.7% | -1,051.9% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling