+28.5%
MGY vs UPST
-13.2%
+41.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.8% | +6.1% | +2.7% |
| 7D | -0.9% | -1.5% | +0.6% | -0.8% |
| 30D | +10.1% | -13.2% | +23.3% | +11.3% |
| 3M | -1.5% | -13.0% | +11.5% | -0.8% |
| 6M | -4.9% | -2.9% | -2.0% | -6.1% |
| YTD | +27.7% | -38.3% | +66.0% | +31.8% |
| 1Y | +20.1% | -60.5% | +80.5% | +29.6% |
| All | +28.5% | -13.2% | +41.7% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling