+73.5%
MSFT vs UPST
-88.8%
+162.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.9% |
| 7D | -2.7% | -3.5% | +0.8% | -2.4% |
| 30D | +2.7% | -7.1% | +9.8% | +3.3% |
| 3M | +17.0% | -13.1% | +30.0% | +18.1% |
| 6M | +23.8% | -1.1% | +24.9% | +23.3% |
| YTD | +4.0% | -35.9% | +39.8% | +6.9% |
| 1Y | -0.8% | -57.4% | +56.6% | +4.8% |
| 3Y | +55.6% | -14.9% | +70.5% | +45.2% |
| All | +73.5% | -88.8% | +162.2% | +64.6% |
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