+92.3%
MA vs UPST
-93.6%
+185.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +2.3% | -4.9% | +7.2% | +2.6% |
| 30D | +14.7% | -8.9% | +23.5% | +15.3% |
| 3M | +13.5% | -26.3% | +39.8% | +15.6% |
| 6M | +33.1% | -23.7% | +56.8% | +34.9% |
| YTD | +15.1% | -49.9% | +65.0% | +19.3% |
| 1Y | +18.7% | -42.0% | +60.7% | +21.6% |
| 3Y | +72.1% | -25.3% | +97.4% | +63.5% |
| All | +92.3% | -93.6% | +185.9% | +95.8% |
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