+10.8%
UAL vs MSTU
-37.9%
+48.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.7% | +2.7% |
| 7D | +0.7% | +21.3% | -20.6% | -0.5% |
| 30D | -16.1% | +90.8% | -106.9% | -19.5% |
| 3M | +6.1% | -6.8% | +12.9% | +8.7% |
| 6M | +10.8% | -39.8% | +50.7% | +15.9% |
| All | +10.8% | -37.9% | +48.7% | +15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling