-48.9%
UPST vs MSTZ
-99.2%
+50.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.9% | -2.8% | +3.0% |
| 7D | -10.6% | +30.8% | -41.4% | -5.8% |
| 30D | -14.0% | +41.2% | -55.2% | -6.1% |
| 3M | -36.8% | -60.9% | +24.1% | -41.6% |
| 6M | -27.5% | -15.7% | -11.9% | -17.5% |
| YTD | -55.3% | -75.2% | +19.9% | -53.2% |
| 1Y | -47.5% | -59.8% | +12.2% | -39.3% |
| All | -48.9% | -99.2% | +50.2% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling