-22.2%
MARA vs UPST
-59.7%
+37.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.8% | +8.4% | +6.5% |
| 7D | +15.6% | -1.5% | +17.1% | +16.4% |
| 30D | +17.2% | -13.2% | +30.5% | +25.0% |
| 3M | -14.2% | -13.0% | -1.2% | -9.0% |
| 6M | +47.7% | -2.9% | +50.6% | +44.3% |
| YTD | +31.7% | -38.3% | +70.0% | +60.7% |
| 1Y | -22.2% | -60.5% | +38.3% | +3.5% |
| All | -22.2% | -59.7% | +37.6% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling