+446.2%
UAL vs MTSI
+1,308.1%
-861.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +1.6% |
| 7D | +0.7% | +1.4% | -0.7% | +0.3% |
| 30D | -16.1% | +2.1% | -18.2% | -17.2% |
| 3M | +6.1% | -29.7% | +35.9% | +14.5% |
| 6M | +10.8% | +12.5% | -1.7% | +4.9% |
| YTD | -0.4% | +57.0% | -57.4% | -14.2% |
| 1Y | +5.0% | +103.9% | -98.9% | -16.1% |
| 3Y | +124.0% | +223.6% | -99.6% | +56.8% |
| 5Y | +141.0% | +321.6% | -180.6% | +56.3% |
| 10Y | +118.0% | +517.7% | -399.7% | +14.8% |
| All | +446.2% | +1,308.1% | -861.9% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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