-39.7%
MOH vs UPST
-16.7%
-23.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -1.2% |
| 7D | -4.2% | -8.1% | +3.9% | -4.4% |
| 30D | -2.4% | -14.3% | +11.9% | -2.7% |
| 3M | -4.4% | -16.6% | +12.2% | -4.7% |
| 6M | +32.9% | -7.3% | +40.2% | +32.9% |
| YTD | +11.9% | -40.8% | +52.7% | +11.8% |
| 1Y | +6.9% | -62.4% | +69.4% | +6.5% |
| All | -39.7% | -16.7% | -23.0% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling