+84.2%
MNST vs UPST
-88.8%
+173.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.5% |
| 7D | -6.5% | -3.5% | -2.9% | -6.4% |
| 30D | -7.2% | -7.1% | -0.1% | -7.0% |
| 3M | -1.0% | -13.1% | +12.1% | -0.6% |
| 6M | +11.5% | -1.1% | +12.6% | +11.1% |
| YTD | +14.3% | -35.9% | +50.2% | +15.5% |
| 1Y | +38.1% | -57.4% | +95.5% | +41.4% |
| 3Y | +55.0% | -14.9% | +69.8% | +47.8% |
| All | +84.2% | -88.8% | +173.0% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling