+674.7%
MOD vs UPST
-15.8%
+690.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +5.9% |
| 7D | -25.5% | -4.9% | -20.6% | -25.3% |
| 30D | -49.0% | -8.9% | -40.1% | -48.6% |
| 3M | -49.8% | -26.3% | -23.5% | -48.1% |
| 6M | -64.8% | -23.7% | -41.0% | -63.7% |
| YTD | -27.6% | -49.9% | +22.3% | -22.6% |
| 1Y | -35.2% | -42.0% | +6.8% | -31.9% |
| 3Y | +137.1% | -25.3% | +162.4% | +134.1% |
| 5Y | +760.3% | -93.4% | +853.7% | +787.2% |
| All | +674.7% | -15.8% | +690.5% | +598.4% |
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