+13,824.2%
MA vs UAL
+298.1%
+13,526.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.5% |
| 7D | -2.7% | +0.7% | -3.4% | -2.8% |
| 30D | +1.5% | -16.1% | +17.6% | +4.4% |
| 3M | +20.4% | +6.1% | +14.3% | +18.7% |
| 6M | +11.1% | +10.8% | +0.3% | +8.0% |
| YTD | +2.0% | -0.4% | +2.4% | +0.5% |
| 1Y | -2.2% | +5.0% | -7.2% | -4.7% |
| 3Y | +41.9% | +124.0% | -82.1% | +17.5% |
| 5Y | +75.4% | +141.0% | -65.6% | +40.4% |
| 10Y | +527.5% | +118.0% | +409.5% | +373.2% |
| All | +13,824.2% | +298.1% | +13,526.1% | +7,826.7% |
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