+13.5%
MS vs UAL
+18.2%
-4.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -1.2% |
| 7D | -1.6% | +8.2% | -9.7% | -3.9% |
| 30D | -3.8% | +2.3% | -6.1% | -4.6% |
| 3M | -14.6% | -12.7% | -1.9% | -11.5% |
| 6M | -5.1% | +12.7% | -17.8% | -10.5% |
| YTD | +4.5% | +0.8% | +3.7% | +3.4% |
| 1Y | +13.5% | +17.8% | -4.2% | +5.8% |
| All | +13.5% | +18.2% | -4.7% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling