+192.1%
UAL vs MSFU
+93.3%
+98.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.5% |
| 7D | +8.2% | +2.5% | +5.7% | +7.4% |
| 30D | +2.3% | -1.3% | +3.6% | +2.4% |
| 3M | -12.7% | +8.6% | -21.3% | -14.8% |
| 6M | +12.7% | +48.4% | -35.7% | +0.1% |
| YTD | +0.8% | +1.6% | -0.7% | -2.5% |
| 1Y | +17.8% | -5.8% | +23.6% | +16.0% |
| 3Y | +206.7% | +30.9% | +175.8% | +157.4% |
| All | +192.1% | +93.3% | +98.7% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling