-90.3%
MSTU vs UPST
-40.5%
-49.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.6% | -6.7% | -6.4% |
| 7D | -9.3% | +4.4% | -13.7% | -11.6% |
| 30D | -38.3% | -7.7% | -30.6% | -32.9% |
| 3M | +24.0% | -28.4% | +52.5% | +66.5% |
| 6M | -72.1% | -23.2% | -48.9% | -64.0% |
| YTD | -70.2% | -49.1% | -21.1% | -46.8% |
| 1Y | -89.6% | -42.4% | -47.2% | -82.8% |
| All | -90.3% | -40.5% | -49.8% | -84.8% |
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