+95.2%
MRSH vs UPST
-24.8%
+120.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +1.0% |
| 7D | +1.4% | -10.6% | +12.1% | +1.7% |
| 30D | +16.5% | -14.0% | +30.5% | +16.8% |
| 3M | +10.8% | -36.8% | +47.6% | +11.9% |
| 6M | +32.1% | -27.5% | +59.6% | +32.8% |
| YTD | +14.5% | -55.3% | +69.7% | +16.2% |
| 1Y | +15.5% | -47.5% | +63.0% | +16.7% |
| 3Y | +9.3% | -10.4% | +19.8% | +6.4% |
| 5Y | +35.1% | -92.6% | +127.7% | +30.3% |
| All | +95.2% | -24.8% | +120.0% | +93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling