+110.3%
UAL vs MSTU
-85.2%
+195.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.7% | +2.8% |
| 7D | +0.7% | +21.3% | -20.6% | -2.1% |
| 30D | -16.1% | +90.8% | -106.9% | -23.4% |
| 3M | +6.1% | -6.8% | +12.9% | +2.9% |
| 6M | +10.8% | -39.8% | +50.7% | +10.5% |
| YTD | -0.4% | -55.7% | +55.3% | -1.5% |
| 1Y | +5.0% | -92.7% | +97.7% | +28.7% |
| All | +110.3% | -85.2% | +195.5% | +116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling