+103.5%
MA vs UPST
-26.3%
+129.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.9% | +5.6% | -0.9% |
| 7D | -0.5% | -13.5% | +13.0% | +0.2% |
| 30D | +7.9% | -19.6% | +27.5% | +8.9% |
| 3M | +16.8% | -34.2% | +51.0% | +18.9% |
| 6M | +31.0% | -31.2% | +62.2% | +32.8% |
| YTD | +15.0% | -56.2% | +71.3% | +18.6% |
| 1Y | +17.0% | -51.7% | +68.7% | +20.0% |
| 3Y | +68.5% | -8.2% | +76.7% | +62.9% |
| 5Y | +85.0% | -92.8% | +177.7% | +77.7% |
| All | +103.5% | -26.3% | +129.8% | +107.9% |
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