+206.7%
UAL vs MSI
+77.7%
+129.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | +8.2% | +4.7% | +3.5% | +6.6% |
| 30D | +2.3% | +14.8% | -12.4% | -2.1% |
| 3M | -12.7% | +8.8% | -21.5% | -15.1% |
| 6M | +12.7% | +19.3% | -6.6% | +5.5% |
| YTD | +0.8% | +35.3% | -34.5% | -11.4% |
| 1Y | +17.8% | +33.8% | -16.0% | +4.1% |
| 3Y | +206.7% | +74.4% | +132.3% | +135.3% |
| All | +206.7% | +77.7% | +129.0% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling