+10.5%
MOS vs UPST
-24.8%
+35.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.6% |
| 7D | -2.0% | -10.6% | +8.7% | -1.3% |
| 30D | +15.3% | -14.0% | +29.3% | +16.4% |
| 3M | +1.5% | -36.8% | +38.3% | +4.4% |
| 6M | -2.0% | -27.5% | +25.6% | -0.4% |
| YTD | -6.5% | -55.3% | +48.7% | -2.6% |
| 1Y | -11.1% | -47.5% | +36.5% | -8.4% |
| 3Y | -30.3% | -10.4% | -19.8% | -33.0% |
| 5Y | -33.5% | -92.6% | +59.1% | -34.2% |
| All | +10.5% | -24.8% | +35.3% | -5.5% |
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