+95.0%
MSFU vs UPST
-15.9%
+111.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.3% | +3.9% | -3.1% |
| 7D | +4.0% | -4.5% | +8.5% | +4.9% |
| 30D | -2.3% | -15.3% | +13.0% | +0.2% |
| 3M | +7.1% | -32.4% | +39.5% | +13.2% |
| 6M | +48.9% | -29.5% | +78.4% | +56.3% |
| YTD | +2.4% | -53.3% | +55.8% | +12.6% |
| 1Y | -8.1% | -47.4% | +39.3% | -0.7% |
| 3Y | +25.2% | -2.2% | +27.4% | +16.7% |
| All | +95.0% | -15.9% | +111.0% | +75.1% |
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