+117.8%
UAL vs MSI
+597.7%
-479.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.0% |
| 7D | +0.7% | -3.7% | +4.4% | +2.8% |
| 30D | -16.1% | +6.8% | -22.9% | -19.9% |
| 3M | +6.1% | +14.3% | -8.2% | -2.7% |
| 6M | +10.8% | -1.6% | +12.4% | +10.4% |
| YTD | -0.4% | +22.8% | -23.2% | -14.2% |
| 1Y | +5.0% | -1.1% | +6.1% | +3.1% |
| 3Y | +124.0% | +70.5% | +53.5% | +51.5% |
| 5Y | +141.0% | +102.8% | +38.2% | +41.8% |
| All | +117.8% | +597.7% | -479.9% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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