+92.1%
MGY vs UPST
-90.4%
+182.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.4% | +1.7% |
| 7D | +1.5% | -8.1% | +9.6% | +2.2% |
| 30D | +6.8% | -14.3% | +21.1% | +8.0% |
| 3M | +2.6% | -16.6% | +19.3% | +3.6% |
| 6M | -3.1% | -7.3% | +4.2% | -3.7% |
| YTD | +29.4% | -40.8% | +70.2% | +33.3% |
| 1Y | +22.3% | -62.4% | +84.7% | +30.6% |
| 3Y | +26.6% | -15.3% | +41.9% | +18.1% |
| 5Y | +92.1% | -91.1% | +183.2% | +111.6% |
| All | +92.1% | -90.4% | +182.5% | +111.6% |
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