+251.3%
UAL vs MAS
+332.6%
-81.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +1.3% |
| 7D | +0.7% | -0.8% | +1.5% | +1.3% |
| 30D | -16.1% | -5.6% | -10.5% | -12.9% |
| 3M | +6.1% | +4.4% | +1.7% | +2.8% |
| 6M | +10.8% | +7.2% | +3.6% | +5.1% |
| YTD | -0.4% | +16.1% | -16.5% | -10.8% |
| 1Y | +5.0% | +0.1% | +4.9% | +3.2% |
| 3Y | +124.0% | +28.3% | +95.7% | +86.0% |
| 5Y | +141.0% | +30.5% | +110.5% | +92.3% |
| 10Y | +118.0% | +139.1% | -21.1% | +9.7% |
| All | +251.3% | +332.6% | -81.3% | -20.7% |
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