+160.4%
MS vs UPST
-29.4%
+189.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -1.6% | -4.9% | +3.4% | -0.9% |
| 30D | -3.8% | -8.9% | +5.1% | -2.7% |
| 3M | -14.6% | -26.3% | +11.7% | -11.3% |
| 6M | -5.1% | -23.7% | +18.7% | -2.3% |
| YTD | +4.5% | -49.9% | +54.5% | +12.4% |
| 1Y | +13.5% | -42.0% | +55.5% | +19.7% |
| 3Y | +160.4% | -25.3% | +185.7% | +158.1% |
| All | +160.4% | -29.4% | +189.8% | +158.1% |
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