+677.4%
MSTR vs UNH
+242.5%
+434.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.3% |
| 7D | +7.7% | -1.7% | +9.4% | +8.2% |
| 30D | +36.3% | -3.8% | +40.2% | +37.5% |
| 3M | +13.4% | -4.3% | +17.7% | +14.3% |
| 6M | -4.5% | +38.6% | -43.1% | -13.1% |
| YTD | -12.7% | +20.7% | -33.3% | -18.3% |
| 1Y | -59.6% | +16.0% | -75.6% | -61.8% |
| 3Y | +272.5% | -13.5% | +285.9% | +263.1% |
| 5Y | +107.1% | +3.5% | +103.6% | +94.0% |
| 10Y | +677.4% | +245.3% | +432.0% | +482.5% |
| All | +677.4% | +242.5% | +434.8% | +482.5% |
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