-71.3%
MARA vs UPST
-88.8%
+17.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.8% |
| 7D | +6.0% | -3.5% | +9.5% | +7.7% |
| 30D | +0.6% | -7.1% | +7.7% | +3.3% |
| 3M | -18.5% | -13.1% | -5.4% | -13.7% |
| 6M | +21.7% | -1.1% | +22.8% | +19.8% |
| YTD | +25.9% | -35.9% | +61.8% | +48.1% |
| 1Y | -25.1% | -57.4% | +32.3% | +3.4% |
| 3Y | -5.7% | -14.9% | +9.1% | -26.5% |
| All | -71.3% | -88.8% | +17.5% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling