+855.4%
MU vs UPST
-29.4%
+884.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.2% | +5.3% |
| 7D | -22.0% | -4.9% | -17.1% | -21.3% |
| 30D | -36.6% | -8.9% | -27.7% | -35.5% |
| 3M | -21.7% | -26.3% | +4.6% | -17.6% |
| 6M | +3.5% | -23.7% | +27.3% | +8.5% |
| YTD | +141.9% | -49.9% | +191.9% | +166.7% |
| 1Y | +189.8% | -42.0% | +231.8% | +211.0% |
| 3Y | +855.4% | -25.3% | +880.7% | +871.8% |
| All | +855.4% | -29.4% | +884.8% | +871.8% |
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 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