-57.4%
MARA vs UPST
-44.0%
-13.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +2.9% | +3.7% |
| 7D | +3.3% | +4.4% | -1.1% | +0.9% |
| 30D | -31.2% | -7.7% | -23.5% | -28.3% |
| 3M | -34.2% | -28.4% | -5.8% | -22.6% |
| 6M | -48.7% | -23.2% | -25.5% | -42.2% |
| YTD | -26.1% | -49.1% | +23.1% | +0.3% |
| All | -57.4% | -44.0% | -13.4% | -48.1% |
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