+365.2%
MTSI vs UPST
-14.4%
+379.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.6% | +7.4% | +8.8% |
| 7D | +3.5% | +4.4% | -0.9% | +3.1% |
| 30D | -30.3% | -7.7% | -22.6% | -29.7% |
| 3M | -26.0% | -28.4% | +2.4% | -23.3% |
| 6M | -36.1% | -23.2% | -12.9% | -34.4% |
| YTD | +34.3% | -49.1% | +83.4% | +42.6% |
| 1Y | +35.3% | -42.4% | +77.6% | +41.4% |
| 3Y | +217.6% | +5.4% | +212.3% | +194.6% |
| 5Y | +210.1% | -92.9% | +303.0% | +207.4% |
| All | +365.2% | -14.4% | +379.6% | +298.1% |
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