-49.4%
UPST vs UMAC
+2.9%
-52.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -10.9% | +20.3% | +11.3% |
| 7D | -3.1% | -26.0% | +22.9% | +2.1% |
| 30D | -4.0% | -40.3% | +36.3% | +4.9% |
| 3M | -22.9% | -51.1% | +28.3% | -14.1% |
| 6M | -27.1% | -5.6% | -21.5% | -32.1% |
| YTD | -46.5% | +2.3% | -48.8% | -56.1% |
| 1Y | -49.4% | +7.9% | -57.3% | -59.4% |
| All | -49.4% | +2.9% | -52.4% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling