+86.1%
MKSI vs UPST
-0.4%
+86.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +1.6% |
| 7D | +6.6% | -8.1% | +14.7% | +8.1% |
| 30D | -8.2% | -14.3% | +6.1% | -6.1% |
| 3M | -16.4% | -16.6% | +0.2% | -13.9% |
| 6M | +23.0% | -7.3% | +30.2% | +23.7% |
| YTD | +68.2% | -40.8% | +109.0% | +80.4% |
| 1Y | +148.6% | -62.4% | +211.0% | +184.3% |
| 3Y | +196.0% | -15.3% | +211.3% | +179.0% |
| 5Y | +87.4% | -91.1% | +178.4% | +82.6% |
| All | +86.1% | -0.4% | +86.6% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling