-5.0%
MRSH vs UPST
-16.7%
+11.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -2.0% |
| 7D | -5.9% | -8.1% | +2.2% | -5.8% |
| 30D | -7.3% | -14.3% | +7.0% | -7.2% |
| 3M | +7.4% | -16.6% | +24.1% | +7.6% |
| 6M | -0.7% | -7.3% | +6.6% | -0.8% |
| YTD | -3.2% | -40.8% | +37.6% | -2.8% |
| 1Y | -10.6% | -62.4% | +51.8% | -10.0% |
| All | -5.0% | -16.7% | +11.7% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling