+123.5%
UAL vs MSTU
-90.6%
+214.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.0% |
| 7D | +2.3% | -27.7% | +30.0% | +5.7% |
| 30D | +13.3% | -40.3% | +53.6% | +18.8% |
| 3M | -6.3% | +26.4% | -32.7% | -12.1% |
| 6M | +22.5% | -75.7% | +98.2% | +35.7% |
| YTD | +5.9% | -71.9% | +77.7% | +8.0% |
| 1Y | +24.7% | -89.3% | +113.9% | +43.0% |
| All | +123.5% | -90.6% | +214.1% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 10y: compounded portfolio wealth divided by compounded MSTU 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…
10y analysis · Full analysis span regression · 6 months rolling