+47.6%
MSFT vs UAL
+223.7%
-176.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.2% |
| 7D | +2.3% | +12.5% | -10.1% | +0.7% |
| 30D | -0.4% | +12.2% | -12.5% | -2.0% |
| 3M | +5.6% | -2.6% | +8.1% | +5.6% |
| 6M | +29.0% | +21.1% | +7.9% | +25.1% |
| YTD | +10.9% | +7.8% | +3.1% | +8.7% |
| 1Y | +6.2% | +25.4% | -19.2% | +1.8% |
| 3Y | +47.6% | +217.3% | -169.7% | +29.1% |
| All | +47.6% | +223.7% | -176.0% | +29.1% |
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