+230.3%
MSI vs UPST
-15.8%
+246.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +4.7% | -4.9% | +9.6% | +4.9% |
| 30D | +14.8% | -8.9% | +23.6% | +15.1% |
| 3M | +8.8% | -26.3% | +35.1% | +10.0% |
| 6M | +19.3% | -23.7% | +43.0% | +20.2% |
| YTD | +35.3% | -49.9% | +85.3% | +38.3% |
| 1Y | +33.8% | -42.0% | +75.7% | +35.6% |
| 3Y | +74.4% | -25.3% | +99.7% | +68.8% |
| 5Y | +120.5% | -93.4% | +213.9% | +116.2% |
| All | +230.3% | -15.8% | +246.1% | +197.7% |
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