+310.4%
MGY vs UPST
-3.5%
+313.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | -0.1% |
| 7D | +1.8% | -12.0% | +13.8% | +2.6% |
| 30D | +6.5% | -16.0% | +22.5% | +7.6% |
| 3M | +0.3% | -17.2% | +17.5% | +1.1% |
| 6M | -2.4% | -10.9% | +8.5% | -2.6% |
| YTD | +29.0% | -42.6% | +71.6% | +32.2% |
| 1Y | +17.0% | -59.8% | +76.8% | +22.6% |
| 3Y | +26.2% | -17.9% | +44.0% | +20.6% |
| 5Y | +92.3% | -90.7% | +183.0% | +86.2% |
| All | +310.4% | -3.5% | +313.8% | +295.4% |
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 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