-0.3%
MRNA vs UPST
-3.5%
+3.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.2% |
| 7D | -8.2% | -12.0% | +3.8% | -6.4% |
| 30D | +125.6% | -16.0% | +141.6% | +133.0% |
| 3M | +197.1% | -17.2% | +214.2% | +207.5% |
| 6M | +148.5% | -10.9% | +159.4% | +153.3% |
| YTD | +363.3% | -42.6% | +405.9% | +398.1% |
| 1Y | +462.0% | -59.8% | +521.8% | +528.5% |
| 3Y | +26.9% | -17.9% | +44.8% | +18.6% |
| 5Y | -69.6% | -90.7% | +21.1% | -69.6% |
| All | -0.3% | -3.5% | +3.2% | -12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling