+139.2%
UAL vs MSI
+103.4%
+35.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.9% |
| 7D | +0.7% | -3.7% | +4.4% | +2.4% |
| 30D | -16.1% | +6.8% | -22.9% | -19.2% |
| 3M | +6.1% | +14.3% | -8.2% | -1.4% |
| 6M | +10.8% | -1.6% | +12.4% | +10.8% |
| YTD | -0.4% | +22.8% | -23.2% | -12.6% |
| 1Y | +5.0% | -1.1% | +6.1% | +4.3% |
| 3Y | +124.0% | +70.5% | +53.5% | +55.2% |
| All | +139.2% | +103.4% | +35.8% | +39.8% |
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