+2.6%
MUB vs UPST
-92.5%
+95.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.4% |
| 7D | -1.3% | -10.6% | +9.4% | -1.2% |
| 30D | +2.2% | -14.0% | +16.2% | +2.3% |
| 3M | -1.6% | -36.8% | +35.2% | -1.4% |
| 6M | -1.3% | -27.5% | +26.3% | -1.1% |
| YTD | -0.7% | -55.3% | +54.6% | -0.3% |
| 1Y | -0.2% | -47.5% | +47.3% | +0.1% |
| 3Y | +9.6% | -10.4% | +20.1% | +9.0% |
| All | +2.6% | -92.5% | +95.1% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling