+190.0%
MAGS vs UPST
+31.0%
+159.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +2.1% |
| 7D | +1.3% | +4.4% | -3.1% | +0.9% |
| 30D | -6.3% | -7.7% | +1.3% | -5.7% |
| 3M | -0.1% | -28.4% | +28.4% | +3.1% |
| 6M | -0.8% | -23.2% | +22.4% | +1.4% |
| YTD | +4.7% | -49.1% | +53.9% | +10.5% |
| 1Y | +6.8% | -42.4% | +49.1% | +11.1% |
| 3Y | +128.9% | +5.4% | +123.6% | +121.8% |
| All | +190.0% | +31.0% | +159.1% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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