+65.6%
MRSH vs UPST
-3.5%
+69.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.3% | +0.3% |
| 7D | -5.9% | -12.0% | +6.1% | -5.6% |
| 30D | -7.3% | -16.0% | +8.7% | -6.9% |
| 3M | +6.7% | -17.2% | +23.8% | +7.1% |
| 6M | +3.0% | -10.9% | +13.9% | +3.0% |
| YTD | -2.9% | -42.6% | +39.7% | -1.9% |
| 1Y | -9.0% | -59.8% | +50.8% | -7.4% |
| 3Y | -4.3% | -17.9% | +13.6% | -6.7% |
| 5Y | +19.4% | -90.7% | +110.2% | +14.7% |
| All | +65.6% | -3.5% | +69.0% | +63.6% |
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