+116.5%
UAL vs MSI
+124.3%
-7.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -3.0% | +3.2% | -6.3% | -4.5% |
| 30D | +10.5% | +17.6% | -7.1% | +1.9% |
| 3M | -13.5% | +14.5% | -28.0% | -19.4% |
| 6M | +14.2% | +34.3% | -20.0% | -2.6% |
| YTD | -2.2% | +39.7% | -42.0% | -20.0% |
| 1Y | +12.5% | +40.2% | -27.7% | -8.3% |
| 3Y | +186.8% | +77.1% | +109.7% | +94.2% |
| All | +116.5% | +124.3% | -7.8% | +10.5% |
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