+226.9%
MTZ vs UPST
-28.6%
+255.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.3% | +0.1% | -4.3% |
| 7D | -10.6% | -10.9% | +0.3% | -9.4% |
| 30D | -30.4% | -7.2% | -23.2% | -30.0% |
| 3M | -40.4% | -26.7% | -13.7% | -37.9% |
| 6M | -63.7% | -29.0% | -34.7% | -62.1% |
| YTD | -26.9% | -49.4% | +22.5% | -20.6% |
| 1Y | -20.2% | -47.0% | +26.8% | -14.2% |
| All | +226.9% | -28.6% | +255.5% | +219.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling