+45.1%
MCO vs UPST
-14.8%
+59.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -2.1% |
| 7D | -2.7% | -1.5% | -1.2% | -2.6% |
| 30D | +0.9% | -13.2% | +14.2% | +2.3% |
| 3M | +8.7% | -13.0% | +21.6% | +9.8% |
| 6M | +2.4% | -2.9% | +5.3% | +1.9% |
| YTD | -5.2% | -38.3% | +33.1% | -1.9% |
| 1Y | -4.4% | -60.5% | +56.1% | +2.5% |
| 3Y | +45.1% | -11.7% | +56.9% | +38.9% |
| All | +45.1% | -14.8% | +59.9% | +38.9% |
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