-48.3%
MUZ vs UPST
-24.5%
-23.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +9.4% | +4.8% | +21.2% |
| 7D | +47.2% | -3.1% | +50.3% | +41.4% |
| 30D | +57.1% | -4.0% | +61.1% | +51.1% |
| 3M | -5.3% | -22.9% | +17.6% | -28.1% |
| All | -48.3% | -24.5% | -23.7% | -58.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling