+53.3%
MSFT vs UAL
+127.4%
-74.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.0% |
| 3M | +17.0% | +6.1% | +10.8% | +15.8% |
| 6M | +23.8% | +10.8% | +13.0% | +21.3% |
| YTD | +4.0% | -0.4% | +4.4% | +3.1% |
| 1Y | -0.8% | +5.0% | -5.8% | -2.7% |
| All | +53.3% | +127.4% | -74.1% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling