+114.0%
MS vs UPST
-93.2%
+207.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.3% | -0.6% | -5.4% |
| 7D | -3.4% | -10.9% | +7.5% | -2.2% |
| 30D | -3.9% | -7.2% | +3.3% | -3.2% |
| 3M | -15.9% | -26.7% | +10.8% | -13.3% |
| 6M | -2.5% | -29.0% | +26.5% | +0.5% |
| YTD | +5.1% | -49.4% | +54.5% | +11.4% |
| 1Y | +13.0% | -47.0% | +59.9% | +18.9% |
| 3Y | +160.7% | -27.0% | +187.6% | +150.8% |
| 5Y | +114.0% | -93.3% | +207.4% | +114.7% |
| All | +114.0% | -93.2% | +207.2% | +114.7% |
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 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