+48.7%
MAR vs UPST
-48.7%
+97.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -8.3% | +10.9% | +3.3% |
| 7D | +2.9% | -4.5% | +7.3% | +3.1% |
| 30D | +17.0% | -15.3% | +32.4% | +18.3% |
| 3M | +23.2% | -32.4% | +55.6% | +26.7% |
| 6M | +21.7% | -29.5% | +51.3% | +24.0% |
| YTD | +38.9% | -53.3% | +92.2% | +45.2% |
| 1Y | +48.7% | -47.4% | +96.0% | +51.0% |
| All | +48.7% | -48.7% | +97.3% | +51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling