+32.7%
MET vs UPST
-49.8%
+82.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.4% | +0.5% |
| 7D | +4.5% | -10.6% | +15.1% | +5.7% |
| 30D | +3.5% | -14.0% | +17.5% | +5.0% |
| 3M | +5.9% | -36.8% | +42.8% | +10.8% |
| 6M | +33.1% | -27.5% | +60.6% | +35.3% |
| YTD | +33.6% | -55.3% | +88.8% | +42.2% |
| 1Y | +32.7% | -47.5% | +80.2% | +35.0% |
| All | +32.7% | -49.8% | +82.5% | +35.0% |
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 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