+11.3%
UAL vs MSTZ
-52.7%
+64.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +12.8% | -18.8% | -5.1% |
| 7D | +0.7% | +25.6% | -24.9% | +2.5% |
| 30D | +7.8% | +50.6% | -42.8% | +12.1% |
| 3M | -11.1% | -64.5% | +53.4% | -13.7% |
| 6M | +16.1% | -14.0% | +30.1% | +26.1% |
| YTD | -0.5% | -76.4% | +75.9% | -2.7% |
| 1Y | +11.3% | -56.2% | +67.5% | +22.0% |
| All | +11.3% | -52.7% | +64.0% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling