+48.4%
MSFU vs UPST
-21.8%
+70.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.3% |
| 7D | +2.5% | -4.9% | +7.4% | +4.9% |
| 30D | -1.3% | -8.9% | +7.6% | +2.5% |
| 3M | +8.6% | -26.3% | +35.0% | +22.7% |
| 6M | +48.4% | -23.7% | +72.1% | +60.5% |
| All | +48.4% | -21.8% | +70.2% | +60.5% |
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