+553.1%
MA vs UAL
+94.5%
+458.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.0% |
| 7D | +2.3% | +8.2% | -5.9% | +0.5% |
| 30D | +14.7% | +2.3% | +12.3% | +13.9% |
| 3M | +13.5% | -12.7% | +26.2% | +16.5% |
| 6M | +33.1% | +12.7% | +20.4% | +27.9% |
| YTD | +15.1% | +0.8% | +14.2% | +12.1% |
| 1Y | +18.7% | +17.8% | +0.9% | +11.3% |
| 3Y | +72.1% | +206.7% | -134.6% | +19.9% |
| 5Y | +92.8% | +113.9% | -21.1% | +41.3% |
| All | +553.1% | +94.5% | +458.6% | +392.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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