+159.8%
MTZ vs UPST
-15.8%
+175.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.1% | +10.7% | +9.6% |
| 7D | -6.4% | -4.9% | -1.5% | -6.2% |
| 30D | -22.1% | -8.9% | -13.2% | -21.7% |
| 3M | -32.7% | -26.3% | -6.4% | -31.1% |
| 6M | -59.8% | -23.7% | -36.1% | -59.1% |
| YTD | -19.9% | -49.9% | +30.0% | -15.9% |
| 1Y | -11.5% | -42.0% | +30.5% | -8.4% |
| 3Y | +258.1% | -25.3% | +283.4% | +249.0% |
| 5Y | +85.5% | -93.4% | +178.9% | +81.2% |
| All | +159.8% | -15.8% | +175.6% | +137.8% |
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