+248.5%
UAL vs MSI
+715.2%
-466.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.0% | -8.6% | -7.2% |
| 7D | +5.0% | +5.1% | 0.0% | +1.5% |
| 30D | -1.2% | +13.3% | -14.5% | -9.3% |
| 3M | -16.8% | +18.3% | -35.1% | -26.4% |
| 6M | +18.0% | +18.7% | -0.7% | +3.0% |
| YTD | -1.2% | +36.0% | -37.2% | -21.9% |
| 1Y | +14.3% | +32.6% | -18.3% | -8.2% |
| 3Y | +194.6% | +78.3% | +116.3% | +89.0% |
| 5Y | +109.6% | +121.6% | -12.0% | +14.1% |
| 10Y | +93.1% | +689.0% | -595.9% | -57.6% |
| All | +248.5% | +715.2% | -466.7% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling