-26.1%
UPST vs UMAC
+182.0%
-208.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.6% | +6.8% | +2.7% |
| 7D | -10.6% | -5.2% | -5.4% | -10.1% |
| 30D | -14.0% | -36.4% | +22.4% | -9.7% |
| 3M | -36.8% | -58.6% | +21.7% | -31.0% |
| 6M | -27.5% | -24.6% | -2.9% | -27.8% |
| YTD | -55.3% | -11.5% | -43.8% | -57.2% |
| 1Y | -47.5% | +16.9% | -64.4% | -51.5% |
| All | -26.1% | +182.0% | -208.1% | -45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling