+25.2%
UAL vs MSTU
-90.3%
+115.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -5.1% | +11.9% | +7.1% |
| 7D | +10.2% | -9.3% | +19.5% | +10.9% |
| 30D | +12.0% | -38.3% | +50.3% | +15.3% |
| 3M | -7.1% | +24.0% | -31.1% | -9.8% |
| 6M | +20.9% | -72.1% | +93.0% | +31.3% |
| YTD | +7.7% | -70.2% | +77.9% | +6.7% |
| All | +25.2% | -90.3% | +115.5% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling