+34.6%
MRSH vs UPST
-92.5%
+127.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.9% |
| 7D | +1.4% | -10.6% | +12.1% | +1.8% |
| 30D | +16.5% | -14.0% | +30.5% | +17.0% |
| 3M | +10.8% | -36.8% | +47.6% | +12.4% |
| 6M | +32.1% | -27.5% | +59.6% | +33.1% |
| YTD | +14.5% | -55.3% | +69.7% | +17.0% |
| 1Y | +15.5% | -47.5% | +63.0% | +17.3% |
| 3Y | +9.3% | -10.4% | +19.8% | +4.2% |
| All | +34.6% | -92.5% | +127.0% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling