+304.8%
MSTR vs UPST
-21.5%
+326.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -8.3% | +4.7% | -1.4% |
| 7D | -10.7% | -4.5% | -6.2% | -9.6% |
| 30D | -21.6% | -15.3% | -6.2% | -17.9% |
| 3M | +24.4% | -32.4% | +56.8% | +38.5% |
| 6M | -35.5% | -29.5% | -5.9% | -29.1% |
| YTD | -20.3% | -53.3% | +33.0% | -2.7% |
| 1Y | -49.3% | -47.4% | -2.0% | -40.1% |
| 3Y | +137.8% | -2.2% | +140.0% | +110.8% |
| 5Y | +48.3% | -92.0% | +140.4% | +58.1% |
| All | +304.8% | -21.5% | +326.3% | +280.5% |
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