+169.1%
MAR vs UPST
+7.9%
+161.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.2% |
| 7D | -4.2% | -3.5% | -0.6% | -3.9% |
| 30D | -6.7% | -7.1% | +0.4% | -6.3% |
| 3M | -12.5% | -13.1% | +0.6% | -11.9% |
| 6M | +0.6% | -1.1% | +1.7% | 0.0% |
| YTD | +9.1% | -35.9% | +45.0% | +11.5% |
| 1Y | +26.2% | -57.4% | +83.6% | +32.1% |
| 3Y | +68.2% | -14.9% | +83.0% | +61.2% |
| 5Y | +163.9% | -88.7% | +252.6% | +152.1% |
| All | +169.1% | +7.9% | +161.2% | +161.0% |
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 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