+18.8%
MA vs UPST
-47.2%
+65.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.3% | +8.7% | +1.1% |
| 7D | +1.8% | -4.5% | +6.3% | +2.1% |
| 30D | +11.8% | -15.3% | +27.1% | +13.0% |
| 3M | +17.2% | -32.4% | +49.6% | +20.0% |
| 6M | +33.4% | -29.5% | +62.9% | +35.8% |
| YTD | +16.1% | -53.3% | +69.5% | +19.6% |
| All | +18.8% | -47.2% | +65.9% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling