+1,530.3%
MOD vs UPST
-88.8%
+1,619.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +6.0% | +4.6% |
| 7D | +9.6% | -3.5% | +13.1% | +10.1% |
| 30D | 0.0% | -7.1% | +7.1% | +1.0% |
| 3M | -35.4% | -13.1% | -22.3% | -34.1% |
| 6M | -7.3% | -1.1% | -6.2% | -7.7% |
| YTD | +45.8% | -35.9% | +81.7% | +53.3% |
| 1Y | +43.1% | -57.4% | +100.6% | +58.6% |
| 3Y | +297.7% | -14.9% | +312.5% | +279.8% |
| All | +1,530.3% | -88.8% | +1,619.1% | +1,630.3% |
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