+12.8%
MOS vs UPST
-15.8%
+28.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.2% |
| 7D | +21.6% | -4.9% | +26.5% | +22.0% |
| 30D | +12.0% | -8.9% | +20.8% | +12.6% |
| 3M | -3.9% | -26.3% | +22.4% | -2.1% |
| 6M | -3.3% | -23.7% | +20.4% | -2.1% |
| YTD | -4.6% | -49.9% | +45.3% | -1.3% |
| 1Y | -7.0% | -42.0% | +35.0% | -4.8% |
| 3Y | -24.4% | -25.3% | +0.9% | -27.0% |
| 5Y | -32.1% | -93.4% | +61.3% | -32.7% |
| All | +12.8% | -15.8% | +28.6% | -4.3% |
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