+37.2%
MSCI vs UPST
-28.6%
+65.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.6% | -2.4% |
| 7D | +6.0% | -10.9% | +16.9% | +6.8% |
| 30D | +18.2% | -7.2% | +25.4% | +18.7% |
| 3M | +15.1% | -26.7% | +41.8% | +17.1% |
| 6M | +13.7% | -29.0% | +42.7% | +15.6% |
| YTD | +15.6% | -49.4% | +65.0% | +19.4% |
| 1Y | +16.3% | -47.0% | +63.3% | +19.5% |
| All | +37.2% | -28.6% | +65.8% | +35.8% |
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 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