+491.7%
MS vs UAL
+255.5%
+236.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.0% | -3.7% | +1.7% |
| 7D | +2.6% | +11.9% | -9.3% | -1.1% |
| 30D | +2.6% | +5.2% | -2.6% | +0.8% |
| 3M | -10.1% | -12.7% | +2.6% | -6.5% |
| 6M | +4.4% | +28.5% | -24.2% | -5.1% |
| YTD | +11.7% | +3.5% | +8.2% | +8.0% |
| 1Y | +20.9% | +27.5% | -6.6% | +9.0% |
| 3Y | +177.1% | +208.6% | -31.5% | +78.4% |
| 5Y | +127.7% | +135.6% | -7.8% | +51.9% |
| 10Y | +684.1% | +102.3% | +581.8% | +374.6% |
| All | +491.7% | +255.5% | +236.2% | +67.7% |
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