+2,718.5%
MSFT vs UAL
+246.2%
+2,472.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.2% |
| 7D | +1.7% | +8.2% | -6.5% | +0.7% |
| 30D | +0.2% | +2.3% | -2.2% | -0.2% |
| 3M | +6.4% | -12.7% | +19.0% | +7.9% |
| 6M | +28.7% | +12.7% | +16.0% | +26.2% |
| YTD | +10.4% | +0.8% | +9.6% | +9.1% |
| 1Y | +7.6% | +17.8% | -10.2% | +4.2% |
| 3Y | +52.3% | +206.7% | -154.4% | +28.1% |
| 5Y | +64.5% | +113.9% | -49.4% | +41.8% |
| 10Y | +917.8% | +97.0% | +820.8% | +727.8% |
| All | +2,718.5% | +246.2% | +2,472.3% | +1,618.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling