+186.8%
UAL vs MSI
+76.4%
+110.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -3.0% | +3.2% | -6.3% | -3.9% |
| 30D | +10.5% | +17.6% | -7.1% | +5.0% |
| 3M | -13.5% | +14.5% | -28.0% | -17.2% |
| 6M | +14.2% | +34.3% | -20.0% | +3.0% |
| YTD | -2.2% | +39.7% | -42.0% | -14.8% |
| 1Y | +12.5% | +40.2% | -27.7% | -2.2% |
| 3Y | +186.8% | +77.1% | +109.7% | +136.7% |
| All | +186.8% | +76.4% | +110.5% | +136.7% |
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