+14.2%
UAL vs MKSI
-32.3%
+46.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.1% |
| 7D | -3.0% | +12.2% | -15.2% | -5.9% |
| 30D | +10.5% | -8.0% | +18.5% | +12.2% |
| 3M | -13.5% | -29.5% | +16.0% | -6.2% |
| 6M | +14.2% | -31.9% | +46.1% | +13.5% |
| All | +14.2% | -32.3% | +46.5% | +13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling