-25.7%
UPST vs M
+161.5%
-187.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | +1.3% |
| 7D | -4.9% | -4.3% | -0.6% | -2.7% |
| 30D | -8.9% | +1.3% | -10.1% | -9.2% |
| 3M | -26.3% | -7.4% | -19.0% | -23.2% |
| 6M | -23.7% | +18.3% | -42.1% | -30.5% |
| YTD | -49.9% | +7.6% | -57.5% | -52.6% |
| 1Y | -42.0% | +17.4% | -59.4% | -47.6% |
| 3Y | -25.3% | +108.4% | -133.6% | -56.1% |
| 5Y | -93.4% | -10.6% | -82.8% | -94.3% |
| All | -25.7% | +161.5% | -187.2% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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