+320.4%
MTSI vs UPST
-88.8%
+409.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.7% |
| 7D | +1.4% | -3.5% | +4.9% | +1.9% |
| 30D | +2.1% | -7.1% | +9.2% | +3.0% |
| 3M | -29.7% | -13.1% | -16.7% | -28.4% |
| 6M | +12.5% | -1.1% | +13.6% | +11.8% |
| YTD | +57.0% | -35.9% | +92.9% | +64.0% |
| 1Y | +103.9% | -57.4% | +161.3% | +124.1% |
| 3Y | +223.6% | -14.9% | +238.4% | +195.3% |
| All | +320.4% | -88.8% | +409.2% | +324.7% |
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