+103.7%
MNST vs UPST
-15.8%
+119.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.4% |
| 7D | -3.4% | -4.9% | +1.5% | -3.3% |
| 30D | +6.6% | -8.9% | +15.5% | +6.8% |
| 3M | -2.9% | -26.3% | +23.4% | -2.2% |
| 6M | +18.4% | -23.7% | +42.2% | +19.1% |
| YTD | +19.3% | -49.9% | +69.2% | +21.0% |
| 1Y | +37.9% | -42.0% | +79.9% | +39.2% |
| 3Y | +62.9% | -25.3% | +88.2% | +58.2% |
| 5Y | +99.6% | -93.4% | +193.0% | +95.1% |
| All | +103.7% | -15.8% | +119.5% | +93.9% |
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