-70.3%
MRNA vs UPST
-90.4%
+20.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.0% | +0.7% | -2.6% |
| 7D | -10.1% | -8.1% | -2.0% | -8.6% |
| 30D | +126.7% | -14.3% | +141.0% | +135.1% |
| 3M | +184.1% | -16.6% | +200.8% | +196.1% |
| 6M | +143.3% | -7.3% | +150.6% | +147.3% |
| YTD | +359.9% | -40.8% | +400.6% | +400.0% |
| 1Y | +454.2% | -62.4% | +516.6% | +542.2% |
| 3Y | +26.0% | -15.3% | +41.3% | +13.4% |
| 5Y | -70.3% | -91.1% | +20.8% | -66.8% |
| All | -70.3% | -90.4% | +20.2% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling