+47.6%
MSFT vs UPST
-3.8%
+51.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.3% | +6.1% | -1.5% |
| 7D | +2.3% | -4.5% | +6.8% | +2.7% |
| 30D | -0.4% | -15.3% | +15.0% | +0.9% |
| 3M | +5.6% | -32.4% | +38.0% | +8.6% |
| 6M | +29.0% | -29.5% | +58.5% | +32.1% |
| YTD | +10.9% | -53.3% | +64.3% | +16.0% |
| 1Y | +6.2% | -47.4% | +53.6% | +10.1% |
| 3Y | +47.6% | -2.2% | +49.8% | +52.0% |
| All | +47.6% | -3.8% | +51.4% | +52.0% |
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