+894.4%
MSFT vs UAL
+97.8%
+796.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.4% | -2.0% |
| 7D | -6.2% | +2.3% | -8.5% | -6.6% |
| 30D | -3.7% | +13.3% | -17.0% | -5.6% |
| 3M | +3.6% | -6.3% | +9.9% | +4.4% |
| 6M | +26.8% | +22.5% | +4.3% | +22.1% |
| YTD | +8.4% | +5.9% | +2.6% | +6.0% |
| 1Y | +3.3% | +24.7% | -21.4% | -1.7% |
| 3Y | +44.3% | +211.6% | -167.3% | +14.7% |
| 5Y | +63.3% | +130.6% | -67.2% | +32.4% |
| 10Y | +894.4% | +96.5% | +797.9% | +749.8% |
| All | +894.4% | +97.8% | +796.6% | +749.8% |
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