-37.5%
MUZ vs UPST
-29.3%
-8.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.1% | -8.7% | -10.8% |
| 7D | +45.8% | -4.9% | +50.7% | +39.0% |
| 30D | +99.8% | -8.9% | +108.7% | +85.7% |
| 3M | +12.0% | -26.3% | +38.3% | -16.2% |
| All | -37.5% | -29.3% | -8.2% | -51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling