+101.5%
MTUM vs UPST
-3.5%
+105.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.8% |
| 7D | +1.2% | -12.0% | +13.2% | +2.1% |
| 30D | -1.7% | -16.0% | +14.3% | -0.6% |
| 3M | -0.5% | -17.2% | +16.7% | +0.6% |
| 6M | +22.3% | -10.9% | +33.2% | +22.7% |
| YTD | +21.4% | -42.6% | +64.0% | +24.9% |
| 1Y | +20.0% | -59.8% | +79.8% | +25.8% |
| 3Y | +113.0% | -17.9% | +130.8% | +106.0% |
| 5Y | +77.3% | -90.7% | +168.0% | +75.7% |
| All | +101.5% | -3.5% | +105.0% | +88.8% |
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