+251.3%
UAL vs MKSI
+1,405.2%
-1,153.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +0.3% |
| 7D | +0.7% | +1.8% | -1.1% | -0.2% |
| 30D | -16.1% | -16.8% | +0.7% | -8.2% |
| 3M | +6.1% | -21.1% | +27.2% | +14.6% |
| 6M | +10.8% | +10.8% | 0.0% | -1.4% |
| YTD | -0.4% | +63.3% | -63.7% | -29.2% |
| 1Y | +5.0% | +157.0% | -152.0% | -43.3% |
| 3Y | +124.0% | +163.7% | -39.7% | +6.8% |
| 5Y | +141.0% | +82.0% | +59.0% | +32.4% |
| 10Y | +118.0% | +467.2% | -349.2% | -53.3% |
| All | +251.3% | +1,405.2% | -1,153.9% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling