+233.6%
MAR vs UPST
-14.4%
+248.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | 0.0% |
| 7D | +0.2% | +4.4% | -4.2% | -0.1% |
| 30D | +14.0% | -7.7% | +21.7% | +14.5% |
| 3M | +18.1% | -28.4% | +46.5% | +20.6% |
| 6M | +18.6% | -23.2% | +41.8% | +20.1% |
| YTD | +35.3% | -49.1% | +84.4% | +40.2% |
| 1Y | +44.5% | -42.4% | +86.8% | +48.2% |
| 3Y | +120.7% | +5.4% | +115.4% | +110.2% |
| 5Y | +164.1% | -92.9% | +257.0% | +156.7% |
| All | +233.6% | -14.4% | +248.0% | +228.3% |
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