+0.4%
UAL vs MSTZ
-24.0%
+24.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +8.2% | -11.0% | -2.3% |
| 7D | +3.4% | -25.4% | +28.8% | +2.0% |
| 30D | -16.5% | -60.9% | +44.4% | -20.7% |
| 3M | +2.8% | -54.2% | +56.9% | +1.5% |
| 6M | +17.6% | -65.0% | +82.5% | +15.5% |
| YTD | -3.2% | -76.5% | +73.3% | -6.2% |
| 1Y | +0.4% | -23.4% | +23.8% | +14.0% |
| All | +0.4% | -24.0% | +24.4% | +14.0% |
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