+88.8%
UAL vs MAS
+219.8%
-131.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.4% | -1.1% | -2.3% |
| 7D | +5.0% | +4.6% | +0.5% | +2.3% |
| 30D | -1.2% | +19.9% | -21.1% | -12.1% |
| 3M | -16.8% | +8.9% | -25.7% | -21.3% |
| 6M | +18.0% | +20.2% | -2.2% | +4.7% |
| YTD | -1.2% | +33.9% | -35.1% | -19.0% |
| 1Y | +14.3% | +34.7% | -20.3% | -6.7% |
| 3Y | +194.6% | +60.4% | +134.2% | +114.7% |
| 5Y | +109.6% | +43.5% | +66.2% | +60.0% |
| All | +88.8% | +219.8% | -131.1% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling