+915.1%
MSFT vs UNH
+226.7%
+688.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -1.3% | +3.4% | -4.6% | -2.2% |
| 30D | -1.8% | +3.0% | -4.8% | -2.7% |
| 3M | +5.6% | +2.7% | +2.9% | +4.6% |
| 6M | +29.8% | +2.8% | +27.0% | +28.2% |
| YTD | +9.0% | +25.9% | -16.9% | -0.3% |
| 1Y | +4.9% | +25.8% | -20.9% | -4.2% |
| 3Y | +46.2% | -20.0% | +66.2% | +46.9% |
| 5Y | +62.1% | -2.8% | +64.9% | +44.7% |
| All | +915.1% | +226.7% | +688.4% | +478.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 10y: compounded portfolio wealth divided by compounded UNH 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…
10y analysis · Full analysis span regression · 6 months rolling