+920.4%
MSFT vs UAL
+106.7%
+813.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.8% | -4.0% | +1.7% |
| 7D | +7.5% | +10.2% | -2.7% | +5.9% |
| 30D | +1.9% | +12.0% | -10.1% | 0.0% |
| 3M | +9.2% | -7.1% | +16.3% | +10.2% |
| 6M | +31.9% | +20.9% | +11.0% | +27.2% |
| YTD | +13.4% | +7.7% | +5.8% | +10.6% |
| 1Y | +10.6% | +23.6% | -12.9% | +5.4% |
| 3Y | +54.7% | +222.6% | -167.9% | +22.4% |
| 5Y | +69.1% | +127.9% | -58.9% | +37.2% |
| 10Y | +920.4% | +100.2% | +820.2% | +761.9% |
| All | +920.4% | +106.7% | +813.7% | +761.9% |
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 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