+29.3%
MOS vs UPST
+7.9%
+21.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.1% | +1.5% |
| 7D | +9.5% | -3.5% | +13.1% | +9.8% |
| 30D | +10.4% | -7.1% | +17.5% | +10.9% |
| 3M | +12.9% | -13.1% | +26.0% | +13.6% |
| 6M | +1.2% | -1.1% | +2.3% | +0.6% |
| YTD | +9.3% | -35.9% | +45.2% | +11.4% |
| 1Y | -18.0% | -57.4% | +39.4% | -14.4% |
| 3Y | -29.0% | -14.9% | -14.2% | -32.1% |
| 5Y | -9.6% | -88.7% | +79.1% | -12.9% |
| All | +29.3% | +7.9% | +21.4% | +8.1% |
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