-90.7%
UPST vs MKTX
-60.6%
-30.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -2.9% | -3.0% |
| 7D | -12.0% | -0.2% | -11.8% | -11.9% |
| 30D | -16.0% | +0.8% | -16.9% | -16.3% |
| 3M | -17.2% | +41.1% | -58.3% | -31.4% |
| 6M | -10.9% | -9.5% | -1.3% | -7.1% |
| YTD | -42.6% | -8.7% | -33.9% | -40.9% |
| 1Y | -59.8% | -10.0% | -49.8% | -58.5% |
| 3Y | -17.9% | -24.6% | +6.7% | -15.0% |
| 5Y | -90.7% | -60.3% | -30.4% | -86.8% |
| All | -90.7% | -60.6% | -30.2% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling