+238.9%
MSI vs UPST
-14.4%
+253.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.5% |
| 7D | +8.3% | +4.4% | +3.9% | +8.1% |
| 30D | +18.9% | -7.7% | +26.5% | +19.2% |
| 3M | +13.2% | -28.4% | +41.6% | +14.6% |
| 6M | +38.3% | -23.2% | +61.4% | +39.3% |
| YTD | +38.9% | -49.1% | +88.0% | +41.8% |
| 1Y | +36.7% | -42.4% | +79.0% | +38.6% |
| 3Y | +76.6% | +5.4% | +71.2% | +68.6% |
| 5Y | +124.5% | -92.9% | +217.4% | +119.7% |
| All | +238.9% | -14.4% | +253.3% | +205.3% |
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