+103.3%
MNST vs UPST
-14.4%
+117.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | -5.0% | +4.4% | -9.4% | -5.1% |
| 30D | +4.6% | -7.7% | +12.3% | +4.8% |
| 3M | +1.0% | -28.4% | +29.5% | +1.9% |
| 6M | +5.8% | -23.2% | +29.0% | +6.3% |
| YTD | +19.1% | -49.1% | +68.2% | +20.7% |
| 1Y | +30.9% | -42.4% | +73.3% | +32.2% |
| 3Y | +65.7% | +5.4% | +60.4% | +59.3% |
| 5Y | +99.0% | -92.9% | +191.9% | +94.4% |
| All | +103.3% | -14.4% | +117.7% | +93.5% |
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 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