+124.2%
MSI vs UPST
-92.5%
+216.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | 0.0% |
| 7D | +3.2% | -10.6% | +13.9% | +3.8% |
| 30D | +17.6% | -14.0% | +31.6% | +18.3% |
| 3M | +14.5% | -36.8% | +51.4% | +17.0% |
| 6M | +34.3% | -27.5% | +61.8% | +35.8% |
| YTD | +39.7% | -55.3% | +95.0% | +44.2% |
| 1Y | +40.2% | -47.5% | +87.7% | +43.2% |
| 3Y | +77.1% | -10.4% | +87.6% | +67.6% |
| All | +124.2% | -92.5% | +216.7% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling