+238.9%
MS vs UPST
-15.8%
+254.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.5% |
| 7D | -1.6% | -4.9% | +3.4% | -1.2% |
| 30D | -3.8% | -8.9% | +5.1% | -3.1% |
| 3M | -14.6% | -26.3% | +11.7% | -12.6% |
| 6M | -5.1% | -23.7% | +18.7% | -3.4% |
| YTD | +4.5% | -49.9% | +54.5% | +9.5% |
| 1Y | +13.5% | -42.0% | +55.5% | +17.4% |
| 3Y | +160.4% | -25.3% | +185.7% | +153.8% |
| 5Y | +112.9% | -93.4% | +206.3% | +109.1% |
| All | +238.9% | -15.8% | +254.7% | +234.5% |
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