+93.2%
MP vs UPST
+7.9%
+85.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.7% |
| 7D | -2.9% | -3.5% | +0.7% | -2.2% |
| 30D | +13.8% | -7.1% | +20.9% | +15.4% |
| 3M | -16.7% | -13.1% | -3.6% | -14.6% |
| 6M | -11.5% | -1.1% | -10.4% | -12.0% |
| YTD | +7.9% | -35.9% | +43.8% | +15.2% |
| 1Y | -15.0% | -57.4% | +42.4% | -3.5% |
| 3Y | +153.5% | -14.9% | +168.4% | +124.5% |
| 5Y | +58.7% | -88.7% | +147.3% | +53.2% |
| All | +93.2% | +7.9% | +85.3% | +20.5% |
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 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