+251.3%
UAL vs MRSH
+870.3%
-618.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +3.8% |
| 7D | +0.7% | -3.6% | +4.3% | +4.1% |
| 30D | -16.1% | -3.0% | -13.1% | -13.9% |
| 3M | +6.1% | +15.8% | -9.7% | -9.0% |
| 6M | +10.8% | +1.6% | +9.3% | +5.1% |
| YTD | -0.4% | +1.7% | -2.1% | -6.9% |
| 1Y | +5.0% | -8.0% | +13.1% | +7.4% |
| 3Y | +124.0% | -0.3% | +124.3% | +106.5% |
| 5Y | +141.0% | +25.9% | +115.1% | +73.1% |
| 10Y | +118.0% | +222.0% | -103.9% | -38.7% |
| All | +251.3% | +870.3% | -618.9% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling