+266.5%
MGY vs UPST
-24.8%
+291.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.6% | +1.4% |
| 7D | +4.5% | -10.6% | +15.1% | +5.2% |
| 30D | -0.4% | -14.0% | +13.6% | +0.3% |
| 3M | -4.3% | -36.8% | +32.5% | -1.8% |
| 6M | -12.9% | -27.5% | +14.7% | -11.8% |
| YTD | +15.2% | -55.3% | +70.5% | +19.6% |
| 1Y | +10.3% | -47.5% | +57.9% | +13.2% |
| 3Y | +23.6% | -10.4% | +34.1% | +18.0% |
| 5Y | +35.7% | -92.6% | +128.3% | +33.0% |
| All | +266.5% | -24.8% | +291.2% | +257.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling