+369.4%
MTSI vs UPST
-24.8%
+394.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.1% | -7.7% | -5.8% |
| 7D | +10.0% | -10.6% | +20.6% | +11.4% |
| 30D | -20.3% | -14.0% | -6.4% | -19.0% |
| 3M | -24.4% | -36.8% | +12.4% | -20.6% |
| 6M | -39.2% | -27.5% | -11.7% | -37.2% |
| YTD | +35.5% | -55.3% | +90.8% | +45.9% |
| 1Y | +43.0% | -47.5% | +90.6% | +51.1% |
| 3Y | +196.3% | -10.4% | +206.7% | +179.6% |
| 5Y | +210.0% | -92.6% | +302.6% | +209.7% |
| All | +369.4% | -24.8% | +394.1% | +307.4% |
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