+116.5%
UAL vs MKSI
+33.5%
+83.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -0.7% |
| 7D | -3.0% | +12.2% | -15.2% | -7.6% |
| 30D | +10.5% | -8.0% | +18.5% | +13.1% |
| 3M | -13.5% | -29.5% | +16.0% | -1.7% |
| 6M | +14.2% | -31.9% | +46.1% | +27.0% |
| YTD | -2.2% | +35.3% | -37.6% | -21.4% |
| 1Y | +12.5% | +50.3% | -37.8% | -14.0% |
| 3Y | +186.8% | +216.4% | -29.6% | +36.6% |
| All | +116.5% | +33.5% | +83.1% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling