+120.9%
MAR vs UPST
-6.9%
+127.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.9% | +5.8% | -0.4% |
| 7D | +1.8% | -13.5% | +15.3% | +3.2% |
| 30D | +14.3% | -19.6% | +33.9% | +16.6% |
| 3M | +20.0% | -34.2% | +54.2% | +24.7% |
| 6M | +21.7% | -31.2% | +53.0% | +25.2% |
| YTD | +37.7% | -56.2% | +93.9% | +47.3% |
| 1Y | +46.8% | -51.7% | +98.5% | +54.8% |
| All | +120.9% | -6.9% | +127.8% | +114.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling