+4.4%
MUB vs UPST
-15.8%
+20.2%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | +0.7% | -4.9% | +5.6% | +0.7% |
| 30D | +4.4% | -8.9% | +13.2% | +4.4% |
| 3M | -0.2% | -26.3% | +26.2% | 0.0% |
| 6M | -0.6% | -23.7% | +23.1% | -0.5% |
| YTD | +0.3% | -49.9% | +50.3% | +0.5% |
| 1Y | +0.8% | -42.0% | +42.7% | +0.9% |
| 3Y | +12.0% | -25.3% | +37.3% | +11.7% |
| 5Y | +3.4% | -93.4% | +96.8% | +2.9% |
| All | +4.4% | -15.8% | +20.2% | +4.1% |
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