+43.1%
MOD vs UPST
-56.5%
+99.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +6.0% | +4.7% |
| 7D | +9.6% | -3.5% | +13.1% | +10.5% |
| 30D | 0.0% | -7.1% | +7.1% | +1.7% |
| 3M | -35.4% | -13.1% | -22.3% | -33.3% |
| 6M | -7.3% | -1.1% | -6.2% | -8.2% |
| YTD | +45.8% | -35.9% | +81.7% | +53.6% |
| 1Y | +43.1% | -57.4% | +100.6% | +51.2% |
| All | +43.1% | -56.5% | +99.7% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling