+62.4%
MSFT vs UAL
+117.7%
-55.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | -1.3% | -3.0% | +1.8% | -0.8% |
| 30D | -1.8% | +10.5% | -12.3% | -3.7% |
| 3M | +5.6% | -13.5% | +19.1% | +8.0% |
| 6M | +29.8% | +14.2% | +15.6% | +25.8% |
| YTD | +9.0% | -2.2% | +11.3% | +7.7% |
| 1Y | +4.9% | +12.5% | -7.5% | +0.8% |
| 3Y | +46.2% | +186.8% | -140.6% | +9.7% |
| All | +62.4% | +117.7% | -55.3% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling