+467.7%
UAL vs MTSI
+1,120.6%
-652.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.0% | +9.0% | +8.2% |
| 7D | +11.9% | -10.7% | +22.6% | +14.8% |
| 30D | +5.2% | -29.0% | +34.2% | +13.8% |
| 3M | -12.7% | -14.7% | +2.0% | -11.1% |
| 6M | +28.5% | -20.1% | +48.6% | +31.2% |
| YTD | +3.5% | +36.1% | -32.6% | -8.9% |
| 1Y | +27.5% | +61.7% | -34.2% | +6.8% |
| 3Y | +208.6% | +210.7% | -2.1% | +115.6% |
| 5Y | +135.6% | +212.8% | -77.3% | +61.3% |
| 10Y | +102.3% | +519.2% | -416.9% | +6.4% |
| All | +467.7% | +1,120.6% | -652.8% | +170.0% |
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