+68.6%
MRSH vs UPST
+3.8%
+64.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +1.0% | -2.7% |
| 7D | -3.8% | -1.5% | -2.3% | -3.7% |
| 30D | -5.8% | -13.2% | +7.4% | -5.5% |
| 3M | +11.7% | -13.0% | +24.7% | +12.0% |
| 6M | -0.3% | -2.9% | +2.5% | -0.5% |
| YTD | -1.1% | -38.3% | +37.2% | -0.3% |
| 1Y | -9.5% | -60.5% | +51.0% | -7.8% |
| 3Y | -2.6% | -11.7% | +9.2% | -5.1% |
| 5Y | +22.7% | -90.2% | +112.9% | +17.6% |
| All | +68.6% | +3.8% | +64.8% | +66.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling