+69.4%
MTZ vs UPST
-93.2%
+162.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.3% | +0.1% | -4.5% |
| 7D | -10.6% | -10.9% | +0.3% | -9.7% |
| 30D | -30.4% | -7.2% | -23.2% | -30.1% |
| 3M | -40.4% | -26.7% | -13.7% | -38.5% |
| 6M | -63.7% | -29.0% | -34.7% | -62.5% |
| YTD | -26.9% | -49.4% | +22.5% | -22.0% |
| 1Y | -20.2% | -47.0% | +26.8% | -15.5% |
| 3Y | +208.1% | -27.0% | +235.1% | +194.3% |
| 5Y | +69.4% | -93.3% | +162.7% | +79.4% |
| All | +69.4% | -93.2% | +162.6% | +79.4% |
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