+5.0%
UAL vs MKSI
+162.5%
-157.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +1.2% |
| 7D | +0.7% | +1.8% | -1.1% | +0.2% |
| 30D | -16.1% | -16.8% | +0.7% | -11.5% |
| 3M | +6.1% | -21.1% | +27.2% | +9.9% |
| 6M | +10.8% | +10.8% | 0.0% | -0.2% |
| YTD | -0.4% | +63.3% | -63.7% | -21.0% |
| 1Y | +5.0% | +157.0% | -152.0% | -25.7% |
| All | +5.0% | +162.5% | -157.5% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling