-92.4%
MSTU vs UPST
-47.7%
-44.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.1% | -7.2% | -6.7% |
| 7D | -25.8% | -10.6% | -15.2% | -18.8% |
| 30D | -43.9% | -14.0% | -29.9% | -35.4% |
| 3M | +2.9% | -36.8% | +39.7% | +52.8% |
| 6M | -75.5% | -27.5% | -48.0% | -66.8% |
| YTD | -76.7% | -55.3% | -21.5% | -53.9% |
| 1Y | -88.9% | -47.5% | -41.4% | -80.2% |
| All | -92.4% | -47.7% | -44.7% | -86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling