+169.8%
MTZ vs UPST
-21.5%
+191.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.3% | +3.9% | -3.6% |
| 7D | -8.7% | -4.5% | -4.2% | -8.5% |
| 30D | -15.0% | -15.3% | +0.4% | -14.0% |
| 3M | -32.6% | -32.4% | -0.2% | -30.5% |
| 6M | -56.3% | -29.5% | -26.8% | -55.2% |
| YTD | -16.8% | -53.3% | +36.5% | -12.1% |
| 1Y | -10.0% | -47.4% | +37.3% | -6.1% |
| 3Y | +267.1% | -2.2% | +269.3% | +253.9% |
| 5Y | +89.9% | -92.0% | +181.9% | +86.2% |
| All | +169.8% | -21.5% | +191.3% | +148.6% |
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