-39.6%
MOD vs UPST
-43.8%
+4.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.3% | -2.0% | -5.9% |
| 7D | -34.2% | -10.9% | -23.3% | -32.1% |
| 30D | -51.9% | -7.2% | -44.7% | -51.0% |
| 3M | -53.0% | -26.7% | -26.4% | -49.1% |
| 6M | -66.4% | -29.0% | -37.4% | -63.5% |
| YTD | -31.5% | -49.4% | +17.8% | -23.8% |
| 1Y | -39.6% | -47.0% | +7.4% | -34.7% |
| All | -39.6% | -43.8% | +4.2% | -34.7% |
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 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