-32.2%
MOH vs UPST
-92.5%
+60.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.2% |
| 7D | +0.2% | -10.6% | +10.9% | +0.4% |
| 30D | +0.1% | -14.0% | +14.1% | +0.3% |
| 3M | +1.8% | -36.8% | +38.7% | +2.2% |
| 6M | +9.1% | -27.5% | +36.7% | +9.4% |
| YTD | +20.7% | -55.3% | +76.0% | +21.7% |
| 1Y | +51.3% | -47.5% | +98.8% | +52.0% |
| 3Y | -42.0% | -10.4% | -31.6% | -43.9% |
| All | -32.2% | -92.5% | +60.3% | -30.2% |
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 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