+100.2%
UAL vs MSI
+689.5%
-589.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +5.3% |
| 7D | +10.2% | +8.3% | +1.9% | +5.1% |
| 30D | +12.0% | +18.9% | -6.8% | +1.1% |
| 3M | -7.1% | +13.2% | -20.3% | -14.0% |
| 6M | +20.9% | +38.3% | -17.4% | -1.4% |
| YTD | +7.7% | +38.9% | -31.2% | -14.0% |
| 1Y | +23.6% | +36.7% | -13.1% | -0.4% |
| 3Y | +222.6% | +76.6% | +146.0% | +114.8% |
| 5Y | +127.9% | +124.5% | +3.5% | +26.4% |
| 10Y | +100.2% | +674.5% | -574.3% | -43.3% |
| All | +100.2% | +689.5% | -589.3% | -43.3% |
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