+85.7%
MET vs UPST
-92.5%
+178.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.4% | +0.6% |
| 7D | +4.5% | -10.6% | +15.1% | +5.3% |
| 30D | +3.5% | -14.0% | +17.5% | +4.5% |
| 3M | +5.9% | -36.8% | +42.8% | +9.2% |
| 6M | +33.1% | -27.5% | +60.6% | +35.3% |
| YTD | +33.6% | -55.3% | +88.8% | +39.8% |
| 1Y | +32.7% | -47.5% | +80.2% | +37.2% |
| 3Y | +85.0% | -10.4% | +95.5% | +77.6% |
| All | +85.7% | -92.5% | +178.2% | +91.0% |
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 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