+88.8%
MTUM vs UPST
-4.9%
+93.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.2% |
| 7D | +6.6% | -10.6% | +17.3% | +7.8% |
| 30D | -10.8% | -14.0% | +3.2% | -9.5% |
| 3M | -13.8% | -36.8% | +23.1% | -9.8% |
| 6M | -10.7% | -27.5% | +16.8% | -8.1% |
| YTD | +9.1% | -55.3% | +64.3% | +16.5% |
| 1Y | +11.4% | -47.5% | +58.9% | +17.0% |
| 3Y | +88.8% | -10.4% | +99.2% | +91.5% |
| All | +88.8% | -4.9% | +93.7% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling