-30.7%
UPST vs M
+184.2%
-214.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.5% | -8.8% | -8.5% |
| 7D | -4.5% | +5.0% | -9.5% | -7.0% |
| 30D | -15.3% | +10.6% | -25.9% | -19.6% |
| 3M | -32.4% | +1.6% | -34.0% | -33.1% |
| 6M | -29.5% | +30.8% | -60.4% | -39.2% |
| YTD | -53.3% | +16.9% | -70.2% | -57.8% |
| 1Y | -47.4% | +26.3% | -73.6% | -54.3% |
| 3Y | -2.2% | +158.6% | -160.8% | -49.9% |
| 5Y | -92.0% | +2.1% | -94.1% | -93.5% |
| All | -30.7% | +184.2% | -214.9% | -46.8% |
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