-19.3%
MARA vs UPST
-14.4%
-4.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +2.9% | +4.0% |
| 7D | +3.3% | +4.4% | -1.1% | +1.5% |
| 30D | -31.2% | -7.7% | -23.5% | -29.2% |
| 3M | -34.2% | -28.4% | -5.8% | -26.1% |
| 6M | -48.7% | -23.2% | -25.5% | -44.0% |
| YTD | -26.1% | -49.1% | +23.1% | -7.8% |
| 1Y | -58.2% | -42.4% | -15.8% | -50.1% |
| 3Y | -28.1% | +5.4% | -33.4% | -42.1% |
| 5Y | -91.3% | -92.9% | +1.6% | -88.9% |
| All | -19.3% | -14.4% | -4.9% | -53.6% |
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