+27.9%
MAS vs UPST
-28.7%
+56.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +9.4% | -3.8% | +3.1% |
| 7D | +14.2% | -3.1% | +17.3% | +14.7% |
| 30D | +26.8% | -4.0% | +30.8% | +27.5% |
| 3M | +13.1% | -22.9% | +36.0% | +20.7% |
| 6M | +27.9% | -27.1% | +55.0% | +36.8% |
| All | +27.9% | -28.7% | +56.6% | +36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling