+127.3%
UAL vs MSTZ
-99.3%
+226.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.9% | +1.9% | +7.3% |
| 7D | +10.2% | +4.3% | +5.9% | +11.1% |
| 30D | +12.0% | +30.2% | -18.1% | +16.7% |
| 3M | -7.1% | -66.9% | +59.8% | -13.4% |
| 6M | +20.9% | -26.3% | +47.2% | +28.9% |
| YTD | +7.7% | -80.1% | +87.8% | +5.3% |
| 1Y | +23.6% | -57.5% | +81.0% | +35.9% |
| All | +127.3% | -99.3% | +226.6% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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