-15.1%
MARA vs UPST
-24.8%
+9.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.1% | -3.7% |
| 7D | +10.1% | -10.6% | +20.7% | +14.2% |
| 30D | -15.1% | -14.0% | -1.1% | -10.8% |
| 3M | -24.1% | -36.8% | +12.7% | -11.1% |
| 6M | -45.2% | -27.5% | -17.6% | -39.1% |
| YTD | -22.2% | -55.3% | +33.1% | +1.3% |
| 1Y | -45.3% | -47.5% | +2.2% | -32.9% |
| 3Y | -23.9% | -10.4% | -13.4% | -35.2% |
| 5Y | -90.8% | -92.6% | +1.8% | -88.2% |
| All | -15.1% | -24.8% | +9.7% | -49.0% |
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