+83.1%
MKSI vs UPST
-91.3%
+174.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.7% | -1.7% |
| 7D | +4.9% | -12.0% | +16.9% | +7.7% |
| 30D | -11.0% | -16.0% | +5.1% | -7.9% |
| 3M | -17.1% | -17.2% | +0.1% | -13.8% |
| 6M | +16.4% | -10.9% | +27.3% | +18.1% |
| YTD | +64.3% | -42.6% | +106.9% | +80.6% |
| 1Y | +137.7% | -59.8% | +197.5% | +178.5% |
| 3Y | +189.1% | -17.9% | +207.0% | +164.9% |
| 5Y | +83.1% | -90.7% | +173.9% | +82.2% |
| All | +83.1% | -91.3% | +174.5% | +82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling