+139.2%
UAL vs MSCI
-6.7%
+145.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | -16.1% | +0.6% | -16.7% | -16.4% |
| 3M | +6.1% | -7.1% | +13.2% | +8.6% |
| 6M | +10.8% | +0.8% | +10.0% | +8.6% |
| YTD | -0.4% | +1.0% | -1.4% | -3.1% |
| 1Y | +5.0% | +4.3% | +0.7% | -0.4% |
| 3Y | +124.0% | +9.9% | +114.1% | +103.0% |
| All | +139.2% | -6.7% | +145.9% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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