+30.8%
MSFT vs UPST
-31.6%
+62.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.3% | +1.7% | -2.4% |
| 7D | +1.1% | -10.9% | +12.0% | +3.2% |
| 30D | +1.3% | -7.2% | +8.5% | +2.5% |
| 3M | +10.2% | -26.7% | +36.8% | +16.6% |
| 6M | +30.8% | -29.0% | +59.8% | +37.5% |
| All | +30.8% | -31.6% | +62.4% | +37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling