+106.2%
UAL vs MKSI
+524.1%
-417.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.2% |
| 7D | -1.4% | +2.7% | -4.1% | -2.6% |
| 30D | -12.2% | -12.8% | +0.6% | -7.2% |
| 3M | -2.5% | -22.5% | +20.0% | +5.1% |
| 6M | +21.1% | +19.4% | +1.7% | +6.9% |
| YTD | -1.8% | +67.7% | -69.5% | -26.5% |
| 1Y | +0.4% | +131.4% | -131.0% | -36.2% |
| 3Y | +130.3% | +197.3% | -67.0% | +19.6% |
| 5Y | +147.7% | +87.0% | +60.7% | +52.5% |
| All | +106.2% | +524.1% | -417.9% | -24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling