+1,328.3%
MU vs UPST
+7.9%
+1,320.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +6.3% |
| 7D | +9.0% | -3.5% | +12.5% | +9.4% |
| 30D | +13.8% | -7.1% | +20.9% | +14.7% |
| 3M | +2.1% | -13.1% | +15.2% | +3.9% |
| 6M | +153.8% | -1.1% | +154.9% | +153.1% |
| YTD | +256.4% | -35.9% | +292.2% | +270.4% |
| 1Y | +719.8% | -57.4% | +777.2% | +787.4% |
| 3Y | +1,360.4% | -14.9% | +1,375.2% | +1,283.3% |
| 5Y | +1,312.4% | -88.7% | +1,401.1% | +1,250.1% |
| All | +1,328.3% | +7.9% | +1,320.4% | +1,269.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling