+18.0%
UAL vs MSCI
+13.5%
+4.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.8% | -3.9% |
| 7D | +5.0% | +6.0% | -1.0% | +4.2% |
| 30D | -1.2% | +18.2% | -19.4% | -3.1% |
| 3M | -16.8% | +15.1% | -31.9% | -18.1% |
| 6M | +18.0% | +13.7% | +4.2% | +14.1% |
| All | +18.0% | +13.5% | +4.5% | +14.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling