+51.6%
MCO vs UPST
-4.9%
+56.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.1% |
| 7D | +0.5% | -10.6% | +11.1% | +1.6% |
| 30D | +9.8% | -14.0% | +23.8% | +11.3% |
| 3M | +4.3% | -36.8% | +41.1% | +8.8% |
| 6M | +16.5% | -27.5% | +44.0% | +19.3% |
| YTD | +0.1% | -55.3% | +55.4% | +6.7% |
| 1Y | +4.4% | -47.5% | +52.0% | +9.4% |
| 3Y | +51.6% | -10.4% | +62.0% | +49.3% |
| All | +51.6% | -4.9% | +56.5% | +49.3% |
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