+6.2%
MRNA vs UPST
+7.9%
-1.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | +5.5% | -3.5% | +9.0% | +5.9% |
| 30D | +158.7% | -7.1% | +165.9% | +163.3% |
| 3M | +182.1% | -13.1% | +195.2% | +189.7% |
| 6M | +151.8% | -1.1% | +152.9% | +152.7% |
| YTD | +393.6% | -35.9% | +429.4% | +421.8% |
| 1Y | +499.5% | -57.4% | +556.9% | +563.4% |
| 3Y | +29.3% | -14.9% | +44.2% | +19.9% |
| 5Y | -65.1% | -88.7% | +23.6% | -65.8% |
| All | +6.2% | +7.9% | -1.7% | -8.2% |
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