+52.3%
MSFT vs UPST
-29.4%
+81.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | +1.7% | -4.9% | +6.6% | +2.1% |
| 30D | +0.2% | -8.9% | +9.0% | +0.8% |
| 3M | +6.4% | -26.3% | +32.7% | +8.6% |
| 6M | +28.7% | -23.7% | +52.4% | +30.9% |
| YTD | +10.4% | -49.9% | +60.4% | +14.5% |
| 1Y | +7.6% | -42.0% | +49.6% | +10.6% |
| 3Y | +52.3% | -25.3% | +77.6% | +55.7% |
| All | +52.3% | -29.4% | +81.7% | +55.7% |
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