+13.0%
MS vs UAL
+19.7%
-6.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.6% | -1.4% | -4.5% |
| 7D | -3.4% | +5.0% | -8.4% | -4.8% |
| 30D | -3.9% | -1.2% | -2.7% | -3.7% |
| 3M | -15.9% | -16.8% | +0.9% | -11.6% |
| 6M | -2.5% | +18.0% | -20.4% | -9.6% |
| YTD | +5.1% | -1.2% | +6.3% | +4.7% |
| 1Y | +13.0% | +14.3% | -1.4% | +6.2% |
| All | +13.0% | +19.7% | -6.8% | +6.2% |
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