+101.1%
UAL vs MSI
+670.3%
-569.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | +12.5% | +7.4% | +5.0% | +7.8% |
| 30D | +12.2% | +18.7% | -6.5% | +1.3% |
| 3M | -2.6% | +14.5% | -17.0% | -10.4% |
| 6M | +21.1% | +38.1% | -17.0% | -1.2% |
| YTD | +7.8% | +38.7% | -30.9% | -13.8% |
| 1Y | +25.4% | +35.4% | -10.0% | +1.7% |
| 3Y | +217.3% | +75.1% | +142.3% | +112.4% |
| 5Y | +132.9% | +126.4% | +6.5% | +28.4% |
| 10Y | +101.1% | +671.4% | -570.3% | -42.5% |
| All | +101.1% | +670.3% | -569.2% | -42.5% |
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