+97.2%
MO vs UPST
-90.2%
+187.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -1.0% |
| 7D | -2.0% | -1.5% | -0.5% | -2.0% |
| 30D | -0.3% | -13.2% | +13.0% | -0.1% |
| 3M | -2.9% | -13.0% | +10.0% | -2.8% |
| 6M | +5.8% | -2.9% | +8.7% | +5.6% |
| YTD | +22.0% | -38.3% | +60.3% | +22.5% |
| 1Y | +10.7% | -60.5% | +71.1% | +11.8% |
| 3Y | +94.4% | -11.7% | +106.1% | +88.9% |
| 5Y | +97.2% | -90.2% | +187.3% | +87.5% |
| All | +97.2% | -90.2% | +187.4% | +87.5% |
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