+181.3%
MS vs UPST
-13.8%
+195.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | +1.4% | -3.5% | +4.9% | +1.9% |
| 30D | -0.3% | -7.1% | +6.9% | +0.7% |
| 3M | +0.3% | -13.1% | +13.4% | +1.8% |
| 6M | +31.3% | -1.1% | +32.4% | +30.2% |
| YTD | +24.7% | -35.9% | +60.5% | +30.3% |
| 1Y | +47.9% | -57.4% | +105.3% | +61.5% |
| All | +181.3% | -13.8% | +195.1% | +167.5% |
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 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