-28.3%
MOS vs UPST
-13.8%
-14.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.1% | +1.6% |
| 7D | +9.5% | -3.5% | +13.1% | +9.9% |
| 30D | +10.4% | -7.1% | +17.5% | +11.0% |
| 3M | +12.9% | -13.1% | +26.0% | +13.9% |
| 6M | +1.2% | -1.1% | +2.3% | +0.3% |
| YTD | +9.3% | -35.9% | +45.2% | +12.4% |
| 1Y | -18.0% | -57.4% | +39.4% | -12.7% |
| All | -28.3% | -13.8% | -14.5% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling