+106.2%
UAL vs MRSH
+218.8%
-112.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.3% |
| 7D | -1.4% | -4.8% | +3.4% | +2.4% |
| 30D | -12.2% | -6.3% | -5.9% | -7.8% |
| 3M | -2.5% | +5.8% | -8.3% | -8.1% |
| 6M | +21.1% | +2.8% | +18.3% | +14.6% |
| YTD | -1.8% | -3.1% | +1.3% | -3.3% |
| 1Y | +0.4% | -11.3% | +11.7% | +6.4% |
| 3Y | +130.3% | -5.0% | +135.2% | +123.8% |
| 5Y | +147.7% | +19.2% | +128.5% | +89.3% |
| All | +106.2% | +218.8% | -112.6% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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