-20.6%
MOH vs UPST
-91.3%
+70.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.1% | +6.2% | +3.2% |
| 7D | -1.3% | -12.0% | +10.7% | -1.2% |
| 30D | +3.0% | -16.0% | +19.0% | +3.1% |
| 3M | +1.2% | -17.2% | +18.4% | +1.4% |
| 6M | +41.7% | -10.9% | +52.6% | +41.6% |
| YTD | +15.4% | -42.6% | +58.0% | +16.1% |
| 1Y | +11.8% | -59.8% | +71.6% | +13.0% |
| 3Y | -37.5% | -17.9% | -19.6% | -39.3% |
| 5Y | -20.6% | -90.7% | +70.1% | -21.6% |
| All | -20.6% | -91.3% | +70.7% | -21.6% |
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