+176.2%
MTZ vs UPST
-26.3%
+202.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.9% | +4.7% | -1.5% |
| 7D | +16.5% | -13.5% | +30.0% | +18.0% |
| 30D | -10.2% | -19.6% | +9.4% | -8.7% |
| 3M | -34.2% | -34.2% | 0.0% | -31.9% |
| 6M | -56.0% | -31.2% | -24.7% | -54.7% |
| YTD | -14.8% | -56.2% | +41.4% | -9.5% |
| 1Y | -7.2% | -51.7% | +44.4% | -2.4% |
| 3Y | +275.8% | -8.2% | +284.0% | +264.3% |
| 5Y | +93.5% | -92.8% | +186.2% | +90.9% |
| All | +176.2% | -26.3% | +202.5% | +155.9% |
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