+273.2%
MSTR vs UPST
-24.8%
+297.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.6% | -3.0% |
| 7D | -13.4% | -10.6% | -2.8% | -10.8% |
| 30D | -22.1% | -14.0% | -8.1% | -18.7% |
| 3M | +15.0% | -36.8% | +51.8% | +30.4% |
| 6M | -37.3% | -27.5% | -9.8% | -31.6% |
| YTD | -26.5% | -55.3% | +28.7% | -9.2% |
| 1Y | -46.5% | -47.5% | +1.1% | -36.7% |
| 3Y | +121.1% | -10.4% | +131.5% | +100.7% |
| 5Y | +37.5% | -92.6% | +130.1% | +48.7% |
| All | +273.2% | -24.8% | +297.9% | +254.9% |
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 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