+179.8%
MO vs UPST
-21.5%
+201.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.3% | +9.0% | +0.8% |
| 7D | -0.8% | -4.5% | +3.7% | -0.7% |
| 30D | +6.5% | -15.3% | +21.8% | +6.7% |
| 3M | +18.3% | -32.4% | +50.8% | +19.0% |
| 6M | +15.6% | -29.5% | +45.1% | +16.0% |
| YTD | +38.8% | -53.3% | +92.1% | +40.1% |
| 1Y | +41.6% | -47.4% | +89.0% | +42.5% |
| 3Y | +138.2% | -2.2% | +140.4% | +130.8% |
| 5Y | +150.5% | -92.0% | +242.5% | +147.7% |
| All | +179.8% | -21.5% | +201.3% | +158.7% |
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