+331.0%
MSTR vs UPST
-15.8%
+346.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -1.2% | -4.9% | +3.7% | +0.1% |
| 30D | -15.9% | -8.9% | -7.1% | -13.7% |
| 3M | +33.1% | -26.3% | +59.4% | +44.9% |
| 6M | -31.0% | -23.7% | -7.3% | -25.7% |
| YTD | -15.1% | -49.9% | +34.8% | +1.8% |
| 1Y | -45.6% | -42.0% | -3.7% | -37.4% |
| 3Y | +180.5% | -25.3% | +205.8% | +161.7% |
| 5Y | +61.7% | -93.4% | +155.1% | +72.2% |
| All | +331.0% | -15.8% | +346.8% | +297.8% |
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