+56.6%
MNST vs UPST
-13.8%
+70.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.6% |
| 7D | -6.5% | -3.5% | -2.9% | -6.4% |
| 30D | -7.2% | -7.1% | -0.1% | -7.1% |
| 3M | -1.0% | -13.1% | +12.1% | -0.8% |
| 6M | +11.5% | -1.1% | +12.6% | +11.3% |
| YTD | +14.3% | -35.9% | +50.2% | +14.9% |
| 1Y | +38.1% | -57.4% | +95.5% | +40.0% |
| All | +56.6% | -13.8% | +70.4% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling