+159.0%
MTSI vs UPST
-93.2%
+252.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -5.3% | -13.0% | -17.6% |
| 7D | -24.6% | -10.9% | -13.7% | -23.2% |
| 30D | -45.7% | -7.2% | -38.5% | -45.2% |
| 3M | -27.7% | -26.7% | -1.1% | -24.8% |
| 6M | -37.3% | -29.0% | -8.3% | -34.6% |
| YTD | +11.1% | -49.4% | +60.5% | +19.8% |
| 1Y | +27.2% | -47.0% | +74.1% | +35.6% |
| 3Y | +153.7% | -27.0% | +180.6% | +137.0% |
| 5Y | +159.0% | -93.3% | +252.3% | +176.1% |
| All | +159.0% | -93.2% | +252.2% | +176.1% |
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 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