-14.3%
MTZ vs UPST
-48.7%
+34.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +9.4% | -24.8% | -16.6% |
| 7D | -7.4% | -3.1% | -4.2% | -7.1% |
| 30D | -23.6% | -4.0% | -19.6% | -23.3% |
| 3M | -38.3% | -22.9% | -15.4% | -35.6% |
| 6M | -60.6% | -27.1% | -33.5% | -58.7% |
| YTD | -22.9% | -46.5% | +23.6% | -16.4% |
| 1Y | -14.3% | -49.4% | +35.2% | -6.2% |
| All | -14.3% | -48.7% | +34.4% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling