+26.4%
MTSI vs UPST
-47.3%
+73.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.1% | +12.0% | +11.0% |
| 7D | -10.0% | -4.9% | -5.1% | -9.1% |
| 30D | -37.2% | -8.9% | -28.3% | -36.2% |
| 3M | -30.1% | -26.3% | -3.7% | -26.8% |
| 6M | -31.9% | -23.7% | -8.2% | -28.9% |
| YTD | +23.2% | -49.9% | +73.1% | +25.2% |
| 1Y | +26.4% | -42.0% | +68.4% | +20.6% |
| All | +26.4% | -47.3% | +73.7% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling