+265.1%
MU vs UPST
-48.7%
+313.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +9.4% | -16.4% | -9.0% |
| 7D | -19.1% | -3.1% | -16.0% | -18.6% |
| 30D | -25.2% | -4.0% | -21.3% | -24.6% |
| 3M | -10.9% | -22.9% | +12.0% | -6.3% |
| 6M | +38.0% | -27.1% | +65.1% | +46.1% |
| YTD | +178.8% | -46.5% | +225.4% | +195.3% |
| 1Y | +265.1% | -49.4% | +314.6% | +289.8% |
| All | +265.1% | -48.7% | +313.8% | +289.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling