+88.5%
MA vs UPST
-92.5%
+181.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.2% |
| 7D | +1.3% | -10.6% | +11.9% | +2.1% |
| 30D | +9.6% | -14.0% | +23.6% | +10.6% |
| 3M | +16.8% | -36.8% | +53.6% | +20.3% |
| 6M | +35.2% | -27.5% | +62.7% | +37.5% |
| YTD | +16.6% | -55.3% | +71.8% | +21.8% |
| 1Y | +19.8% | -47.5% | +67.3% | +23.6% |
| 3Y | +70.7% | -10.4% | +81.1% | +60.0% |
| All | +88.5% | -92.5% | +181.0% | +98.1% |
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