-41.9%
UPST vs MSTZ
-99.3%
+57.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.3% | +2.5% |
| 7D | +4.4% | +4.3% | +0.1% | +5.9% |
| 30D | -7.7% | +30.2% | -37.8% | -1.0% |
| 3M | -28.4% | -66.9% | +38.5% | -35.9% |
| 6M | -23.2% | -26.3% | +3.2% | -14.8% |
| YTD | -49.1% | -80.1% | +31.0% | -49.1% |
| 1Y | -42.4% | -57.5% | +15.1% | -32.9% |
| All | -41.9% | -99.3% | +57.4% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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