+876.0%
MSFT vs UAL
+115.8%
+760.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.4% |
| 7D | -2.7% | +0.7% | -3.4% | -2.8% |
| 30D | +2.7% | -16.1% | +18.8% | +5.3% |
| 3M | +17.0% | +6.1% | +10.8% | +15.5% |
| 6M | +23.8% | +10.8% | +13.0% | +20.8% |
| YTD | +4.0% | -0.4% | +4.4% | +2.8% |
| 1Y | -0.8% | +5.0% | -5.8% | -3.2% |
| 3Y | +55.6% | +124.0% | -68.4% | +30.4% |
| 5Y | +72.9% | +141.0% | -68.1% | +39.5% |
| All | +876.0% | +115.8% | +760.2% | +721.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling