+2.6%
MU vs UPST
-31.6%
+34.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -5.3% | -12.2% | -15.2% |
| 7D | -29.7% | -10.9% | -18.9% | -25.8% |
| 30D | -37.2% | -7.2% | -30.0% | -34.9% |
| 3M | -26.5% | -26.7% | +0.2% | -15.8% |
| 6M | +2.6% | -29.0% | +31.5% | +20.0% |
| All | +2.6% | -31.6% | +34.2% | +20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling