+70.6%
MAS vs UPST
-14.8%
+85.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.3% | +1.9% | -3.0% |
| 7D | +4.6% | -10.9% | +15.4% | +5.5% |
| 30D | +19.9% | -7.2% | +27.1% | +20.5% |
| 3M | +8.9% | -26.7% | +35.6% | +11.6% |
| 6M | +20.2% | -29.0% | +49.1% | +23.3% |
| YTD | +33.9% | -49.4% | +83.3% | +40.3% |
| 1Y | +34.7% | -47.0% | +81.6% | +40.3% |
| 3Y | +60.4% | -27.0% | +87.4% | +54.5% |
| 5Y | +43.5% | -93.3% | +136.8% | +38.1% |
| All | +70.6% | -14.8% | +85.5% | +48.5% |
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