+95.9%
MTZ vs UPST
-93.3%
+189.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.6% | +6.9% | +8.4% |
| 7D | -2.4% | +4.4% | -6.8% | -3.2% |
| 30D | -11.1% | -7.7% | -3.4% | -10.6% |
| 3M | -30.6% | -28.4% | -2.2% | -28.1% |
| 6M | -54.4% | -23.2% | -31.2% | -53.3% |
| YTD | -13.0% | -49.1% | +36.1% | -7.3% |
| 1Y | -5.7% | -42.4% | +36.7% | -1.2% |
| 3Y | +297.2% | +5.4% | +291.8% | +268.4% |
| 5Y | +95.9% | -92.9% | +188.8% | +104.5% |
| All | +95.9% | -93.3% | +189.2% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling