-13.2%
UPST vs MKTX
-68.6%
+55.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | -8.8% | -0.2% | -8.5% | -8.7% |
| 30D | -12.1% | +0.7% | -12.8% | -12.3% |
| 3M | -19.5% | +40.8% | -60.3% | -32.9% |
| 6M | -6.8% | -8.0% | +1.1% | -4.2% |
| YTD | -41.5% | -8.7% | -32.7% | -40.0% |
| 1Y | -58.9% | -11.8% | -47.0% | -57.2% |
| 3Y | -15.2% | -24.0% | +8.9% | -12.1% |
| 5Y | -90.5% | -60.3% | -30.2% | -86.3% |
| All | -13.2% | -68.6% | +55.5% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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