+155.0%
MSFT vs UPST
-21.5%
+176.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.3% | +6.1% | -1.7% |
| 7D | +2.3% | -4.5% | +6.8% | +2.6% |
| 30D | -0.4% | -15.3% | +15.0% | +0.7% |
| 3M | +5.6% | -32.4% | +38.0% | +8.1% |
| 6M | +29.0% | -29.5% | +58.5% | +31.5% |
| YTD | +10.9% | -53.3% | +64.3% | +15.4% |
| 1Y | +6.2% | -47.4% | +53.6% | +9.6% |
| 3Y | +47.6% | -2.2% | +49.8% | +41.0% |
| 5Y | +67.9% | -92.0% | +160.0% | +61.3% |
| All | +155.0% | -21.5% | +176.5% | +154.2% |
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