+160.4%
MS vs UAL
+197.6%
-37.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -1.2% |
| 7D | -1.6% | +8.2% | -9.7% | -4.0% |
| 30D | -3.8% | +2.3% | -6.1% | -4.6% |
| 3M | -14.6% | -12.7% | -1.9% | -11.2% |
| 6M | -5.1% | +12.7% | -17.8% | -10.0% |
| YTD | +4.5% | +0.8% | +3.7% | +1.9% |
| 1Y | +13.5% | +17.8% | -4.2% | +5.1% |
| 3Y | +160.4% | +206.7% | -46.3% | +66.3% |
| All | +160.4% | +197.6% | -37.2% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling