+120.4%
MSTR vs UPST
-88.8%
+209.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -0.8% |
| 7D | +12.2% | -3.5% | +15.7% | +13.6% |
| 30D | +45.2% | -7.1% | +52.3% | +48.9% |
| 3M | +10.4% | -13.1% | +23.5% | +15.4% |
| 6M | -2.5% | -1.1% | -1.4% | -2.5% |
| YTD | -6.0% | -35.9% | +29.8% | +8.2% |
| 1Y | -56.4% | -57.4% | +1.0% | -43.5% |
| 3Y | +306.3% | -14.9% | +321.2% | +233.3% |
| All | +120.4% | -88.8% | +209.2% | +126.4% |
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