+3.3%
MSFT vs UAL
+23.5%
-20.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.4% | -2.0% |
| 7D | -6.2% | +2.3% | -8.5% | -6.5% |
| 30D | -3.7% | +13.3% | -17.0% | -5.2% |
| 3M | +3.6% | -6.3% | +9.9% | +4.0% |
| 6M | +26.8% | +22.5% | +4.3% | +24.2% |
| YTD | +8.4% | +5.9% | +2.6% | +7.0% |
| 1Y | +3.3% | +24.7% | -21.4% | +1.9% |
| All | +3.3% | +23.5% | -20.2% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling