+150.6%
MSFT vs UPST
-24.8%
+175.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | 0.0% |
| 7D | -1.3% | -10.6% | +9.4% | -0.6% |
| 30D | -1.8% | -14.0% | +12.1% | -0.9% |
| 3M | +5.6% | -36.8% | +42.5% | +8.6% |
| 6M | +29.8% | -27.5% | +57.3% | +32.1% |
| YTD | +9.0% | -55.3% | +64.3% | +13.7% |
| 1Y | +4.9% | -47.5% | +52.5% | +8.3% |
| 3Y | +46.2% | -10.4% | +56.7% | +40.4% |
| 5Y | +62.1% | -92.6% | +154.7% | +56.1% |
| All | +150.6% | -24.8% | +175.3% | +150.4% |
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