+186.2%
UAL vs MSFU
+97.0%
+89.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.4% | +2.8% | -2.8% |
| 7D | +5.0% | +1.0% | +4.0% | +4.6% |
| 30D | -1.2% | +0.6% | -1.8% | -1.6% |
| 3M | -16.8% | +16.4% | -33.2% | -20.2% |
| 6M | +18.0% | +53.0% | -35.0% | +4.0% |
| YTD | -1.2% | +3.5% | -4.7% | -4.9% |
| 1Y | +14.3% | -7.8% | +22.2% | +13.6% |
| 3Y | +194.6% | +35.6% | +159.0% | +145.3% |
| All | +186.2% | +97.0% | +89.2% | +118.4% |
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