+2,538.2%
MUU vs UPST
-36.5%
+2,574.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -1.3% |
| 7D | +13.9% | -1.5% | +15.4% | +14.6% |
| 30D | +24.8% | -13.2% | +38.0% | +32.3% |
| 3M | -15.7% | -13.0% | -2.8% | -9.7% |
| 6M | +338.9% | -2.9% | +341.8% | +345.8% |
| YTD | +563.2% | -38.3% | +601.5% | +681.6% |
| 1Y | +2,577.5% | -60.5% | +2,637.9% | +3,664.9% |
| All | +2,538.2% | -36.5% | +2,574.7% | +2,803.0% |
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 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