+88.0%
MSFU vs UPST
-19.4%
+107.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.8% | +0.1% |
| 7D | -2.8% | -10.6% | +7.9% | -1.2% |
| 30D | -5.3% | -14.0% | +8.7% | -3.2% |
| 3M | +7.2% | -36.8% | +44.1% | +14.4% |
| 6M | +51.0% | -27.5% | +78.5% | +57.9% |
| YTD | -1.2% | -55.3% | +54.0% | +9.2% |
| 1Y | -10.3% | -47.5% | +37.2% | -3.0% |
| 3Y | +22.2% | -10.4% | +32.7% | +15.3% |
| All | +88.0% | -19.4% | +107.4% | +69.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling