+251.3%
UAL vs MSI
+636.1%
-384.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.1% |
| 7D | +0.7% | -3.7% | +4.4% | +3.1% |
| 30D | -16.1% | +6.8% | -22.9% | -20.3% |
| 3M | +6.1% | +14.3% | -8.2% | -3.7% |
| 6M | +10.8% | -1.6% | +12.4% | +10.0% |
| YTD | -0.4% | +22.8% | -23.2% | -15.5% |
| 1Y | +5.0% | -1.1% | +6.1% | +2.4% |
| 3Y | +124.0% | +70.5% | +53.5% | +48.0% |
| 5Y | +141.0% | +102.8% | +38.2% | +38.9% |
| 10Y | +118.0% | +597.4% | -479.4% | -47.9% |
| All | +251.3% | +636.1% | -384.8% | -56.4% |
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