+872.1%
MSFT vs UNH
+243.5%
+628.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -3.5% | -3.2% | -0.3% | -2.6% |
| 30D | -2.1% | -3.5% | +1.4% | -1.1% |
| 3M | +24.2% | -4.2% | +28.3% | +25.5% |
| 6M | +21.9% | +38.3% | -16.5% | +9.9% |
| YTD | +2.5% | +19.2% | -16.7% | -4.6% |
| 1Y | -0.8% | +15.0% | -15.7% | -6.9% |
| 3Y | +50.8% | -14.5% | +65.3% | +44.7% |
| 5Y | +73.5% | +4.6% | +68.9% | +47.5% |
| All | +872.1% | +243.5% | +628.6% | +441.6% |
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