+240.5%
MSI vs UPST
-26.3%
+266.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.9% | +6.0% | -0.6% |
| 7D | +2.6% | -13.5% | +16.1% | +3.2% |
| 30D | +18.1% | -19.6% | +37.8% | +19.1% |
| 3M | +13.2% | -34.2% | +47.4% | +15.0% |
| 6M | +36.3% | -31.2% | +67.5% | +37.9% |
| YTD | +39.5% | -56.2% | +95.7% | +43.3% |
| 1Y | +36.9% | -51.7% | +88.6% | +39.9% |
| 3Y | +76.1% | -8.2% | +84.3% | +69.1% |
| 5Y | +123.7% | -92.8% | +216.5% | +119.7% |
| All | +240.5% | -26.3% | +266.8% | +208.6% |
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