+441.9%
UAL vs MTSI
+896.6%
-454.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -18.4% | +13.8% | +0.1% |
| 7D | +5.0% | -24.6% | +29.6% | +12.1% |
| 30D | -1.2% | -45.7% | +44.5% | +14.0% |
| 3M | -16.8% | -27.7% | +11.0% | -12.0% |
| 6M | +18.0% | -37.3% | +55.3% | +27.6% |
| YTD | -1.2% | +11.1% | -12.3% | -8.8% |
| 1Y | +14.3% | +27.2% | -12.9% | +1.4% |
| 3Y | +194.6% | +153.7% | +40.9% | +115.9% |
| 5Y | +109.6% | +159.0% | -49.4% | +50.2% |
| 10Y | +93.1% | +405.6% | -312.5% | +6.5% |
| All | +441.9% | +896.6% | -454.7% | +170.3% |
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