+930.2%
MU vs UPST
-14.4%
+944.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.6% | +6.1% |
| 7D | -12.0% | +4.4% | -16.5% | -12.5% |
| 30D | -28.7% | -7.7% | -21.1% | -28.1% |
| 3M | -16.4% | -28.4% | +12.0% | -13.2% |
| 6M | -1.8% | -23.2% | +21.4% | +1.2% |
| YTD | +157.1% | -49.1% | +206.2% | +174.5% |
| 1Y | +208.5% | -42.4% | +250.9% | +224.4% |
| 3Y | +906.2% | +5.4% | +900.8% | +845.6% |
| 5Y | +893.4% | -92.9% | +986.3% | +883.5% |
| All | +930.2% | -14.4% | +944.6% | +914.5% |
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