+36.3%
MET vs UPST
-48.7%
+85.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.3% | +9.0% | +1.7% |
| 7D | +1.8% | -4.5% | +6.3% | +2.2% |
| 30D | +4.8% | -15.3% | +20.1% | +6.5% |
| 3M | +6.2% | -32.4% | +38.6% | +10.3% |
| 6M | +33.8% | -29.5% | +63.3% | +37.0% |
| YTD | +33.3% | -53.3% | +86.6% | +41.7% |
| 1Y | +36.3% | -47.4% | +83.7% | +40.4% |
| All | +36.3% | -48.7% | +85.0% | +40.4% |
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