+62.1%
MSTR vs UPST
-93.2%
+155.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.3% | -4.0% | -7.4% |
| 7D | -8.7% | -10.9% | +2.2% | -5.0% |
| 30D | -21.4% | -7.2% | -14.2% | -19.2% |
| 3M | +31.4% | -26.7% | +58.1% | +46.7% |
| 6M | -30.8% | -29.0% | -1.8% | -22.4% |
| YTD | -14.9% | -49.4% | +34.5% | +6.6% |
| 1Y | -49.3% | -47.0% | -2.3% | -37.7% |
| 3Y | +184.8% | -27.0% | +211.8% | +147.9% |
| 5Y | +62.1% | -93.3% | +155.5% | +80.6% |
| All | +62.1% | -93.2% | +155.3% | +80.6% |
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