+61.8%
MSFT vs UPST
-92.2%
+154.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.2% | +1.0% |
| 7D | -2.4% | -13.5% | +11.1% | -1.2% |
| 30D | -3.8% | -19.6% | +15.9% | -2.0% |
| 3M | +6.4% | -34.2% | +40.6% | +10.1% |
| 6M | +28.8% | -31.2% | +60.0% | +32.5% |
| YTD | +8.8% | -56.2% | +65.0% | +15.5% |
| 1Y | +3.2% | -51.7% | +54.8% | +8.4% |
| 3Y | +44.8% | -8.2% | +53.0% | +34.4% |
| 5Y | +61.8% | -92.8% | +154.6% | +63.3% |
| All | +61.8% | -92.2% | +154.1% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling