-5.0%
MRNA vs UPST
-92.5%
+87.5%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.6% | -3.9% |
| 7D | -12.1% | -10.6% | -1.5% | -10.1% |
| 30D | -1.3% | -14.0% | +12.7% | +1.7% |
| 3M | +250.9% | -36.8% | +287.8% | +286.2% |
| 6M | +343.0% | -27.5% | +370.5% | +375.3% |
| YTD | +657.4% | -55.3% | +712.7% | +769.3% |
| 1Y | +794.9% | -47.5% | +842.5% | +900.4% |
| 3Y | +218.1% | -10.4% | +228.6% | +190.1% |
| All | -5.0% | -92.5% | +87.5% | +29.3% |
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