+15,692.2%
MA vs UAL
+294.9%
+15,397.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -1.7% |
| 7D | +3.2% | +5.0% | -1.8% | +2.3% |
| 30D | +15.9% | -1.2% | +17.2% | +16.0% |
| 3M | +15.2% | -16.8% | +31.9% | +18.3% |
| 6M | +32.4% | +18.0% | +14.4% | +27.6% |
| YTD | +15.6% | -1.2% | +16.8% | +14.0% |
| 1Y | +19.3% | +14.3% | +5.0% | +14.6% |
| 3Y | +73.0% | +194.6% | -121.6% | +36.7% |
| 5Y | +93.7% | +109.6% | -15.9% | +58.4% |
| 10Y | +575.0% | +93.1% | +481.9% | +416.8% |
| All | +15,692.2% | +294.9% | +15,397.3% | +8,883.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling