+85.6%
MKSI vs UPST
-1.6%
+87.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.8% |
| 7D | +2.7% | -8.8% | +11.5% | +4.2% |
| 30D | -12.8% | -12.1% | -0.7% | -11.1% |
| 3M | -22.5% | -19.5% | -3.0% | -19.8% |
| 6M | +19.4% | -6.8% | +26.2% | +20.0% |
| YTD | +67.7% | -41.5% | +109.2% | +80.2% |
| 1Y | +131.4% | -58.9% | +190.3% | +161.2% |
| 3Y | +197.3% | -15.2% | +212.5% | +180.4% |
| 5Y | +87.0% | -90.5% | +177.5% | +82.0% |
| All | +85.6% | -1.6% | +87.2% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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