+72.9%
MA vs UPST
-28.6%
+101.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.3% | +2.8% | -2.2% |
| 7D | +3.2% | -10.9% | +14.1% | +3.8% |
| 30D | +15.9% | -7.2% | +23.2% | +16.3% |
| 3M | +15.2% | -26.7% | +41.8% | +16.9% |
| 6M | +32.4% | -29.0% | +61.3% | +34.3% |
| YTD | +15.6% | -49.4% | +65.0% | +18.8% |
| 1Y | +19.3% | -47.0% | +66.3% | +22.1% |
| All | +72.9% | -28.6% | +101.5% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling