+153.3%
MP vs UPST
-13.8%
+167.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.7% |
| 7D | -2.9% | -3.5% | +0.7% | -2.1% |
| 30D | +13.8% | -7.1% | +20.9% | +15.6% |
| 3M | -16.7% | -13.1% | -3.6% | -14.4% |
| 6M | -11.5% | -1.1% | -10.4% | -12.1% |
| YTD | +7.9% | -35.9% | +43.8% | +15.7% |
| 1Y | -15.0% | -57.4% | +42.4% | -2.9% |
| All | +153.3% | -13.8% | +167.0% | +111.7% |
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