+108.8%
MNST vs UPST
-93.2%
+202.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.3% | +3.4% | -1.7% |
| 7D | +3.2% | -10.9% | +14.1% | +3.6% |
| 30D | +10.6% | -7.2% | +17.8% | +10.8% |
| 3M | +1.3% | -26.7% | +28.0% | +2.3% |
| 6M | +26.2% | -29.0% | +55.2% | +27.4% |
| YTD | +24.8% | -49.4% | +74.1% | +27.1% |
| 1Y | +40.9% | -47.0% | +87.9% | +43.1% |
| 3Y | +72.2% | -27.0% | +99.2% | +65.0% |
| 5Y | +108.8% | -93.3% | +202.1% | +112.0% |
| All | +108.8% | -93.2% | +202.0% | +112.0% |
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