-39.8%
MSTU vs UPST
-1.7%
-38.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -1.2% |
| 7D | +21.3% | -3.5% | +24.9% | +27.1% |
| 30D | +90.8% | -7.1% | +97.9% | +109.5% |
| 3M | -6.8% | -13.1% | +6.3% | +8.5% |
| 6M | -39.8% | -1.1% | -38.7% | -38.2% |
| All | -39.8% | -1.7% | -38.1% | -38.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling