+117.8%
UAL vs MAS
+137.9%
-20.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +1.4% |
| 7D | +0.7% | -0.8% | +1.5% | +1.2% |
| 30D | -16.1% | -5.6% | -10.5% | -13.0% |
| 3M | +6.1% | +4.4% | +1.7% | +3.0% |
| 6M | +10.8% | +7.2% | +3.6% | +5.3% |
| YTD | -0.4% | +16.1% | -16.5% | -10.3% |
| 1Y | +5.0% | +0.1% | +4.9% | +3.3% |
| 3Y | +124.0% | +28.3% | +95.7% | +88.5% |
| 5Y | +141.0% | +30.5% | +110.5% | +96.0% |
| All | +117.8% | +137.9% | -20.1% | +23.3% |
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