+144.9%
MO vs UPST
-0.4%
+145.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -0.3% |
| 7D | -2.4% | -8.1% | +5.7% | -2.3% |
| 30D | +3.6% | -14.3% | +17.9% | +3.8% |
| 3M | -3.7% | -16.6% | +12.9% | -3.5% |
| 6M | +4.5% | -7.3% | +11.8% | +4.4% |
| YTD | +21.5% | -40.8% | +62.3% | +22.2% |
| 1Y | +9.5% | -62.4% | +72.0% | +11.0% |
| 3Y | +93.6% | -15.3% | +108.9% | +88.4% |
| 5Y | +97.5% | -91.1% | +188.6% | +95.0% |
| All | +144.9% | -0.4% | +145.3% | +125.8% |
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 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