+29.5%
MCO vs UPST
-90.4%
+119.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.7% | -1.0% |
| 7D | -3.1% | -8.1% | +4.9% | -2.3% |
| 30D | -0.5% | -14.3% | +13.8% | +0.9% |
| 3M | +5.7% | -16.6% | +22.3% | +7.3% |
| 6M | +3.0% | -7.3% | +10.3% | +3.0% |
| YTD | -6.5% | -40.8% | +34.3% | -2.7% |
| 1Y | -5.8% | -62.4% | +56.7% | +1.8% |
| 3Y | +43.1% | -15.3% | +58.4% | +32.5% |
| 5Y | +29.5% | -91.1% | +120.5% | +21.4% |
| All | +29.5% | -90.4% | +119.9% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling