+206.7%
UAL vs MSFU
+85.8%
+120.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +2.9% | -0.7% |
| 7D | +2.3% | -12.7% | +14.9% | +5.6% |
| 30D | +13.3% | -9.0% | +22.3% | +15.7% |
| 3M | -6.3% | +2.9% | -9.2% | -7.4% |
| 6M | +22.5% | +43.5% | -21.0% | +9.7% |
| YTD | +5.9% | -2.4% | +8.3% | +3.3% |
| 1Y | +24.7% | -13.5% | +38.2% | +25.9% |
| 3Y | +211.6% | +19.2% | +192.4% | +167.1% |
| All | +206.7% | +85.8% | +120.9% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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