-31.3%
MARA vs UPST
-29.4%
-1.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.1% | +9.1% | +8.4% |
| 7D | -6.2% | -4.9% | -1.3% | -4.5% |
| 30D | -38.7% | -8.9% | -29.8% | -36.5% |
| 3M | -40.4% | -26.3% | -14.1% | -33.4% |
| 6M | -51.3% | -23.7% | -27.5% | -46.4% |
| YTD | -29.3% | -49.9% | +20.7% | -10.3% |
| 1Y | -60.2% | -42.0% | -18.2% | -52.2% |
| 3Y | -31.3% | -25.3% | -6.0% | -37.0% |
| All | -31.3% | -29.4% | -1.9% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling