+81.1%
MTUM vs UPST
-24.8%
+105.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.1% |
| 7D | +6.6% | -10.6% | +17.3% | +7.4% |
| 30D | -10.8% | -14.0% | +3.2% | -10.0% |
| 3M | -13.8% | -36.8% | +23.1% | -11.2% |
| 6M | -10.7% | -27.5% | +16.8% | -9.0% |
| YTD | +9.1% | -55.3% | +64.3% | +14.0% |
| 1Y | +11.4% | -47.5% | +58.9% | +15.1% |
| 3Y | +88.8% | -10.4% | +99.2% | +83.0% |
| 5Y | +51.7% | -92.6% | +144.3% | +52.7% |
| All | +81.1% | -24.8% | +105.9% | +72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling