-26.8%
UPST vs MSTZ
-99.3%
+72.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.3% | -1.2% |
| 7D | -3.5% | -29.7% | +26.2% | -8.0% |
| 30D | -7.1% | -65.3% | +58.2% | -20.1% |
| 3M | -13.1% | -57.3% | +44.3% | -18.7% |
| 6M | -1.1% | -61.6% | +60.5% | -3.5% |
| YTD | -35.9% | -78.3% | +42.4% | -37.9% |
| 1Y | -57.4% | -30.2% | -27.2% | -47.1% |
| All | -26.8% | -99.3% | +72.5% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling