+80.3%
MA vs UPST
+7.9%
+72.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | -2.7% | -3.5% | +0.8% | -2.5% |
| 30D | +1.5% | -7.1% | +8.6% | +1.8% |
| 3M | +20.4% | -13.1% | +33.5% | +21.0% |
| 6M | +11.1% | -1.1% | +12.2% | +10.7% |
| YTD | +2.0% | -35.9% | +37.8% | +3.4% |
| 1Y | -2.2% | -57.4% | +55.3% | +0.8% |
| 3Y | +41.9% | -14.9% | +56.8% | +37.1% |
| 5Y | +75.4% | -88.7% | +164.0% | +66.0% |
| All | +80.3% | +7.9% | +72.4% | +81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling