-86.8%
MSTU vs UPST
-27.8%
-59.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.8% | -4.8% | -5.8% |
| 7D | +16.1% | -1.5% | +17.6% | +17.8% |
| 30D | +68.7% | -13.2% | +81.9% | +89.6% |
| 3M | -11.0% | -13.0% | +2.0% | -0.9% |
| 6M | -33.4% | -2.9% | -30.5% | -28.7% |
| YTD | -59.5% | -38.3% | -21.2% | -39.5% |
| 1Y | -93.4% | -60.5% | -32.9% | -87.1% |
| All | -86.8% | -27.8% | -59.0% | -82.7% |
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