+789.3%
MOD vs UPST
-92.3%
+881.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.3% | +5.4% | -1.6% |
| 7D | -17.8% | -4.5% | -13.3% | -17.6% |
| 30D | -43.2% | -15.3% | -27.9% | -42.0% |
| 3M | -46.0% | -32.4% | -13.6% | -43.0% |
| 6M | -62.2% | -29.5% | -32.7% | -60.4% |
| YTD | -22.8% | -53.3% | +30.5% | -15.1% |
| 1Y | -35.5% | -47.4% | +11.9% | -30.3% |
| 3Y | +128.2% | -2.2% | +130.4% | +119.2% |
| All | +789.3% | -92.3% | +881.6% | +798.7% |
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 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