+1.8%
MOH vs UPST
-1.6%
+3.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +2.0% |
| 7D | +1.7% | -8.8% | +10.5% | +1.8% |
| 30D | -0.9% | -12.1% | +11.2% | -0.8% |
| 3M | +5.7% | -19.5% | +25.2% | +5.9% |
| 6M | +39.1% | -6.8% | +46.0% | +39.0% |
| YTD | +17.7% | -41.5% | +59.2% | +18.3% |
| 1Y | +8.4% | -58.9% | +67.2% | +9.5% |
| 3Y | -36.6% | -15.2% | -21.4% | -38.1% |
| 5Y | -19.1% | -90.5% | +71.5% | -20.4% |
| All | +1.8% | -1.6% | +3.4% | -10.2% |
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