+96.5%
UAL vs MSI
+683.5%
-587.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.7% |
| 7D | +2.3% | +7.7% | -5.4% | -2.2% |
| 30D | +13.3% | +19.9% | -6.6% | +1.7% |
| 3M | -6.3% | +14.9% | -21.2% | -14.1% |
| 6M | +22.5% | +37.2% | -14.7% | +0.4% |
| YTD | +5.9% | +40.8% | -34.9% | -16.1% |
| 1Y | +24.7% | +38.1% | -13.5% | -0.1% |
| 3Y | +211.6% | +77.7% | +133.9% | +106.7% |
| 5Y | +130.6% | +129.0% | +1.5% | +26.2% |
| 10Y | +96.5% | +671.3% | -574.8% | -44.2% |
| All | +96.5% | +683.5% | -587.0% | -44.2% |
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