+155.7%
MO vs UAL
+80.6%
+75.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.7% | +1.1% |
| 7D | +3.3% | -3.0% | +6.4% | +3.6% |
| 30D | +7.5% | +10.5% | -2.9% | +6.3% |
| 3M | +22.8% | -13.5% | +36.3% | +24.2% |
| 6M | +13.4% | +14.2% | -0.9% | +10.9% |
| YTD | +43.0% | -2.2% | +45.2% | +41.4% |
| 1Y | +45.2% | +12.5% | +32.7% | +41.1% |
| 3Y | +145.5% | +186.8% | -41.3% | +103.2% |
| 5Y | +157.1% | +119.4% | +37.7% | +114.4% |
| All | +155.7% | +80.6% | +75.1% | +99.4% |
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