+58.7%
MSCI vs UPST
-15.8%
+74.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -2.2% |
| 7D | +2.8% | -4.9% | +7.7% | +3.2% |
| 30D | +15.4% | -8.9% | +24.3% | +16.1% |
| 3M | +13.4% | -26.3% | +39.7% | +15.8% |
| 6M | +10.9% | -23.7% | +34.6% | +12.5% |
| YTD | +13.0% | -49.9% | +62.9% | +17.5% |
| 1Y | +12.0% | -42.0% | +54.0% | +15.0% |
| 3Y | +34.1% | -25.3% | +59.4% | +26.9% |
| 5Y | +3.9% | -93.4% | +97.3% | -1.6% |
| All | +58.7% | -15.8% | +74.5% | +41.6% |
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