+106.9%
MNST vs UPST
-24.8%
+131.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.2% | +1.9% |
| 7D | +1.6% | -10.6% | +12.3% | +1.9% |
| 30D | +5.1% | -14.0% | +19.0% | +5.5% |
| 3M | -0.5% | -36.8% | +36.4% | +0.7% |
| 6M | +8.1% | -27.5% | +35.7% | +8.9% |
| YTD | +21.2% | -55.3% | +76.5% | +23.3% |
| 1Y | +30.7% | -47.5% | +78.3% | +32.3% |
| 3Y | +67.3% | -10.4% | +77.7% | +61.6% |
| 5Y | +101.9% | -92.6% | +194.5% | +97.7% |
| All | +106.9% | -24.8% | +131.7% | +97.6% |
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