-32.2%
MOS vs UPST
-93.2%
+61.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.3% | +8.6% | +3.7% |
| 7D | +22.5% | -10.9% | +33.4% | +23.5% |
| 30D | +6.6% | -7.2% | +13.8% | +7.1% |
| 3M | -3.8% | -26.7% | +22.9% | -1.8% |
| 6M | -2.2% | -29.0% | +26.8% | -0.3% |
| YTD | -4.8% | -49.4% | +44.6% | -1.1% |
| 1Y | -11.7% | -47.0% | +35.3% | -8.7% |
| 3Y | -26.5% | -27.0% | +0.5% | -29.4% |
| 5Y | -32.2% | -93.3% | +61.1% | -29.2% |
| All | -32.2% | -93.2% | +61.0% | -29.2% |
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