+309.0%
MSTR vs UPST
-20.9%
+330.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.9% |
| 7D | -14.2% | -12.1% | -2.1% | -11.1% |
| 30D | -19.9% | -13.4% | -6.4% | -16.6% |
| 3M | +27.3% | -31.2% | +58.5% | +41.1% |
| 6M | -37.6% | -28.3% | -9.2% | -31.7% |
| YTD | -19.5% | -53.0% | +33.5% | -1.8% |
| 1Y | -47.1% | -47.2% | +0.1% | -37.6% |
| 3Y | +140.3% | -1.5% | +141.8% | +112.6% |
| 5Y | +49.5% | -91.6% | +141.1% | +58.6% |
| All | +309.0% | -20.9% | +330.0% | +283.7% |
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