+185.6%
MO vs UPST
-26.3%
+211.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.9% | +7.5% | +0.8% |
| 7D | +0.4% | -13.5% | +13.9% | +0.6% |
| 30D | +8.9% | -19.6% | +28.5% | +9.2% |
| 3M | +23.0% | -34.2% | +57.2% | +23.7% |
| 6M | +15.0% | -31.2% | +46.2% | +15.4% |
| YTD | +41.7% | -56.2% | +97.9% | +43.1% |
| 1Y | +43.3% | -51.7% | +95.0% | +44.4% |
| 3Y | +143.2% | -8.2% | +151.4% | +135.8% |
| 5Y | +154.7% | -92.8% | +247.5% | +152.3% |
| All | +185.6% | -26.3% | +211.9% | +164.3% |
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 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