+76.7%
MAS vs UPST
-10.1%
+86.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +9.4% | -3.8% | +4.8% |
| 7D | +14.2% | -3.1% | +17.3% | +14.4% |
| 30D | +26.8% | -4.0% | +30.8% | +27.1% |
| 3M | +13.1% | -22.9% | +36.0% | +15.5% |
| 6M | +27.9% | -27.1% | +55.0% | +30.9% |
| YTD | +38.7% | -46.5% | +85.2% | +44.6% |
| 1Y | +40.4% | -49.4% | +89.8% | +46.7% |
| 3Y | +66.1% | -22.9% | +89.0% | +59.3% |
| 5Y | +47.4% | -92.7% | +140.2% | +41.2% |
| All | +76.7% | -10.1% | +86.8% | +53.0% |
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 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