+0.1%
MOH vs UPST
+7.9%
-7.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.0% |
| 7D | +0.4% | -3.5% | +3.9% | +0.4% |
| 30D | +2.9% | -7.1% | +10.0% | +3.0% |
| 3M | +4.1% | -13.1% | +17.2% | +4.3% |
| 6M | +33.8% | -1.1% | +34.9% | +33.6% |
| YTD | +15.7% | -35.9% | +51.6% | +16.2% |
| 1Y | +17.5% | -57.4% | +75.0% | +18.7% |
| 3Y | -35.3% | -14.9% | -20.4% | -36.8% |
| 5Y | -26.9% | -88.7% | +61.7% | -28.3% |
| All | +0.1% | +7.9% | -7.8% | -11.8% |
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