+76.3%
MSFU vs UPST
+15.5%
+60.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.5% | -3.9% |
| 7D | -5.7% | -3.5% | -2.2% | -5.2% |
| 30D | +4.2% | -7.1% | +11.3% | +5.1% |
| 3M | +27.9% | -13.1% | +41.0% | +30.2% |
| 6M | +37.1% | -1.1% | +38.2% | +37.0% |
| YTD | -7.4% | -35.9% | +28.5% | -2.7% |
| 1Y | -19.6% | -57.4% | +37.8% | -12.0% |
| 3Y | +33.2% | -14.9% | +48.1% | +24.5% |
| All | +76.3% | +15.5% | +60.8% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling