+632.9%
MOD vs UPST
-14.8%
+647.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.3% | -2.0% | -6.6% |
| 7D | -34.2% | -10.9% | -23.3% | -33.4% |
| 30D | -51.9% | -7.2% | -44.7% | -51.6% |
| 3M | -53.0% | -26.7% | -26.4% | -51.4% |
| 6M | -66.4% | -29.0% | -37.4% | -65.1% |
| YTD | -31.5% | -49.4% | +17.8% | -26.9% |
| 1Y | -39.6% | -47.0% | +7.4% | -35.8% |
| 3Y | +116.8% | -27.0% | +143.8% | +114.4% |
| 5Y | +713.8% | -93.3% | +807.1% | +738.2% |
| All | +632.9% | -14.8% | +647.7% | +559.8% |
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