+95.2%
MNST vs UPST
+7.9%
+87.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.1% |
| 3M | -1.0% | -13.1% | +12.1% | -0.7% |
| 6M | +11.5% | -1.1% | +12.6% | +11.2% |
| YTD | +14.3% | -35.9% | +50.2% | +15.2% |
| 1Y | +38.1% | -57.4% | +95.5% | +40.6% |
| 3Y | +55.0% | -14.9% | +69.8% | +50.0% |
| 5Y | +79.6% | -88.7% | +168.3% | +74.1% |
| All | +95.2% | +7.9% | +87.3% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling