+162.9%
MAR vs UPST
+3.8%
+159.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -2.0% |
| 7D | -1.7% | -1.5% | -0.2% | -1.6% |
| 30D | -6.9% | -13.2% | +6.3% | -6.0% |
| 3M | -15.8% | -13.0% | -2.9% | -15.2% |
| 6M | +1.9% | -2.9% | +4.8% | +1.5% |
| YTD | +6.6% | -38.3% | +44.9% | +9.2% |
| 1Y | +23.7% | -60.5% | +84.1% | +30.1% |
| 3Y | +64.6% | -11.7% | +76.3% | +57.6% |
| 5Y | +156.4% | -90.2% | +246.5% | +145.9% |
| All | +162.9% | +3.8% | +159.2% | +155.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling