+2.0%
UPST vs UMAC
+549.5%
-547.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +9.3% | -13.2% | -4.9% |
| 7D | -1.5% | +14.7% | -16.2% | -3.1% |
| 30D | -13.2% | -0.5% | -12.7% | -13.8% |
| 3M | -13.0% | +0.5% | -13.5% | -14.6% |
| 6M | -2.9% | +57.9% | -60.8% | -12.0% |
| YTD | -38.3% | +103.9% | -142.2% | -46.1% |
| 1Y | -60.5% | +159.3% | -219.7% | -66.7% |
| All | +2.0% | +549.5% | -547.5% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling