-24.5%
UPST vs M
+182.7%
-207.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.1% | -6.5% | -2.6% |
| 7D | +4.4% | +2.5% | +1.9% | +3.0% |
| 30D | -7.7% | +10.1% | -17.7% | -12.1% |
| 3M | -28.4% | -0.9% | -27.5% | -28.2% |
| 6M | -23.2% | +30.2% | -53.3% | -33.5% |
| YTD | -49.1% | +16.3% | -65.4% | -53.8% |
| 1Y | -42.4% | +27.0% | -69.3% | -50.1% |
| 3Y | +5.4% | +154.5% | -149.1% | -45.5% |
| 5Y | -92.9% | -1.1% | -91.8% | -94.2% |
| All | -24.5% | +182.7% | -207.2% | -41.8% |
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