+123.3%
UAL vs MSI
+126.2%
-3.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.6% |
| 7D | +0.7% | +2.6% | -1.9% | -0.5% |
| 30D | +7.8% | +18.1% | -10.4% | -0.8% |
| 3M | -11.1% | +13.2% | -24.3% | -16.7% |
| 6M | +16.1% | +36.3% | -20.2% | -1.8% |
| YTD | -0.5% | +39.5% | -40.0% | -18.6% |
| 1Y | +11.3% | +36.9% | -25.6% | -7.9% |
| 3Y | +192.8% | +76.1% | +116.7% | +99.0% |
| 5Y | +123.3% | +123.7% | -0.5% | +14.1% |
| All | +123.3% | +126.2% | -3.0% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling