+32.9%
MET vs UPST
-47.3%
+80.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | -1.2% | -4.9% | +3.7% | -0.7% |
| 30D | +3.2% | -8.9% | +12.1% | +4.1% |
| 3M | -1.1% | -26.3% | +25.2% | +1.8% |
| 6M | +25.0% | -23.7% | +48.8% | +26.9% |
| YTD | +27.9% | -49.9% | +77.8% | +35.0% |
| 1Y | +32.9% | -42.0% | +74.8% | +35.3% |
| All | +32.9% | -47.3% | +80.2% | +35.3% |
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