+1,461.0%
MOD vs UPST
+7.9%
+1,453.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +6.0% | +4.5% |
| 7D | +9.6% | -3.5% | +13.1% | +10.0% |
| 30D | 0.0% | -7.1% | +7.1% | +0.8% |
| 3M | -35.4% | -13.1% | -22.3% | -34.3% |
| 6M | -7.3% | -1.1% | -6.2% | -7.6% |
| YTD | +45.8% | -35.9% | +81.7% | +51.8% |
| 1Y | +43.1% | -57.4% | +100.6% | +55.4% |
| 3Y | +297.7% | -14.9% | +312.5% | +285.1% |
| 5Y | +1,478.8% | -88.7% | +1,567.4% | +1,463.4% |
| All | +1,461.0% | +7.9% | +1,453.1% | +1,269.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling