You can set upstream simpler in two ways. First when you create the branch:
git branch -u origin/my-branch
or after you have created a branch, you can use this command.
git push -u origin my-branch
You can also branch, check out and set upstream in a single command:
git checkout -b my-branch -t origin/my-branch
My personally preference is to do this in a two-step command:
git checkout -b my-branch
git push -u origin my-branch