+96.0%
MA vs UPST
-93.3%
+189.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | +0.4% |
| 7D | -0.3% | +4.4% | -4.8% | -0.7% |
| 30D | +11.3% | -7.7% | +19.0% | +11.8% |
| 3M | +16.7% | -28.4% | +45.1% | +19.1% |
| 6M | +32.8% | -23.2% | +56.0% | +34.5% |
| YTD | +15.6% | -49.1% | +64.7% | +19.7% |
| 1Y | +19.6% | -42.4% | +61.9% | +22.5% |
| 3Y | +72.1% | +5.4% | +66.7% | +59.9% |
| 5Y | +96.0% | -92.9% | +189.0% | +97.8% |
| All | +96.0% | -93.3% | +189.4% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling