+218.1%
MRNA vs UPST
-4.9%
+223.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.6% | -3.9% |
| 7D | -12.1% | -10.6% | -1.5% | -9.7% |
| 30D | -1.3% | -14.0% | +12.7% | +2.3% |
| 3M | +250.9% | -36.8% | +287.8% | +291.9% |
| 6M | +343.0% | -27.5% | +370.5% | +382.7% |
| YTD | +657.4% | -55.3% | +712.7% | +781.1% |
| 1Y | +794.9% | -47.5% | +842.5% | +915.9% |
| 3Y | +218.1% | -10.4% | +228.6% | +198.6% |
| All | +218.1% | -4.9% | +223.1% | +198.6% |
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