+265.2%
UAL vs MAS
+416.7%
-151.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.6% | +2.3% | +4.3% |
| 7D | +11.9% | +14.2% | -2.2% | +2.6% |
| 30D | +5.2% | +26.8% | -21.6% | -10.1% |
| 3M | -12.7% | +13.1% | -25.8% | -19.7% |
| 6M | +28.5% | +27.9% | +0.6% | +9.1% |
| YTD | +3.5% | +38.7% | -35.1% | -17.7% |
| 1Y | +27.5% | +40.4% | -12.8% | +0.5% |
| 3Y | +208.6% | +66.1% | +142.5% | +116.1% |
| 5Y | +135.6% | +47.4% | +88.2% | +74.0% |
| 10Y | +102.3% | +238.3% | -136.1% | -18.6% |
| All | +265.2% | +416.7% | -151.5% | -26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling