+560.1%
MS vs UAL
+242.1%
+318.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.5% |
| 7D | +1.4% | +0.7% | +0.7% | +1.1% |
| 30D | -0.3% | -16.1% | +15.9% | +5.4% |
| 3M | +0.3% | +6.1% | -5.8% | -2.4% |
| 6M | +31.3% | +10.8% | +20.5% | +24.8% |
| YTD | +24.7% | -0.4% | +25.1% | +22.3% |
| 1Y | +47.9% | +5.0% | +42.9% | +41.7% |
| 3Y | +178.3% | +124.0% | +54.3% | +98.8% |
| 5Y | +144.9% | +141.0% | +3.9% | +62.1% |
| 10Y | +804.5% | +118.0% | +686.5% | +435.7% |
| All | +560.1% | +242.1% | +318.1% | +89.9% |
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