+300.8%
MSTR vs UNH
-12.5%
+313.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.3% |
| 7D | +12.2% | +1.1% | +11.1% | +12.1% |
| 30D | +45.2% | -3.8% | +48.9% | +45.7% |
| 3M | +10.4% | +0.7% | +9.6% | +10.1% |
| 6M | -2.5% | +37.9% | -40.4% | -6.2% |
| YTD | -6.0% | +21.9% | -28.0% | -9.4% |
| 1Y | -56.4% | +31.4% | -87.8% | -58.0% |
| All | +300.8% | -12.5% | +313.3% | +303.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling