+62.7%
MSCI vs UPST
-21.5%
+84.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.3% | +9.9% | +2.2% |
| 7D | +2.7% | -4.5% | +7.2% | +3.0% |
| 30D | +16.2% | -15.3% | +31.5% | +17.5% |
| 3M | +17.1% | -32.4% | +49.5% | +20.3% |
| 6M | +13.0% | -29.5% | +42.5% | +15.3% |
| YTD | +15.8% | -53.3% | +69.1% | +21.0% |
| 1Y | +15.5% | -47.4% | +62.8% | +19.4% |
| 3Y | +32.3% | -2.2% | +34.5% | +23.0% |
| 5Y | +8.2% | -92.0% | +100.2% | +2.7% |
| All | +62.7% | -21.5% | +84.2% | +45.8% |
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