-60.5%
UPST vs MSTZ
-24.0%
-36.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +8.2% | -12.0% | -2.2% |
| 7D | -1.5% | -25.4% | +23.9% | -5.4% |
| 30D | -13.2% | -60.9% | +47.7% | -24.9% |
| 3M | -13.0% | -54.2% | +41.2% | -17.6% |
| 6M | -2.9% | -65.0% | +62.1% | -6.5% |
| YTD | -38.3% | -76.5% | +38.2% | -39.0% |
| 1Y | -60.5% | -23.4% | -37.1% | -47.0% |
| All | -60.5% | -24.0% | -36.5% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling