+103.5%
MA vs UPST
-15.8%
+119.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +2.3% | -4.9% | +7.2% | +2.5% |
| 30D | +14.7% | -8.9% | +23.5% | +15.1% |
| 3M | +13.5% | -26.3% | +39.8% | +15.0% |
| 6M | +33.1% | -23.7% | +56.8% | +34.3% |
| YTD | +15.1% | -49.9% | +65.0% | +17.9% |
| 1Y | +18.7% | -42.0% | +60.7% | +20.7% |
| 3Y | +72.1% | -25.3% | +97.4% | +67.5% |
| 5Y | +92.8% | -93.4% | +186.2% | +83.7% |
| All | +103.5% | -15.8% | +119.3% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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