-42.9%
UPST vs MSTZ
-99.4%
+56.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.0% |
| 7D | -4.9% | -1.2% | -3.7% | -4.5% |
| 30D | -8.9% | +22.2% | -31.0% | -3.3% |
| 3M | -26.3% | -70.4% | +44.1% | -35.3% |
| 6M | -23.7% | -31.0% | +7.3% | -16.3% |
| YTD | -49.9% | -81.0% | +31.1% | -50.3% |
| 1Y | -42.0% | -61.2% | +19.2% | -33.5% |
| All | -42.9% | -99.4% | +56.5% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling