+253.9%
MTZ vs UPST
+7.9%
+246.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.8% | +2.3% |
| 7D | -1.6% | -3.5% | +2.0% | -1.3% |
| 30D | -11.1% | -7.1% | -4.0% | -10.6% |
| 3M | -36.7% | -13.1% | -23.6% | -36.0% |
| 6M | -21.9% | -1.1% | -20.9% | -22.3% |
| YTD | +9.1% | -35.9% | +45.0% | +12.4% |
| 1Y | +30.0% | -57.4% | +87.4% | +38.0% |
| 3Y | +138.5% | -14.9% | +153.3% | +129.4% |
| 5Y | +158.3% | -88.7% | +247.0% | +147.3% |
| All | +253.9% | +7.9% | +246.0% | +217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling