+137.8%
MSTR vs UNH
-20.5%
+158.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.5% | -3.8% |
| 7D | -10.7% | +0.2% | -10.9% | -10.7% |
| 30D | -21.6% | +6.8% | -28.4% | -22.0% |
| 3M | +24.4% | -0.3% | +24.7% | +24.4% |
| 6M | -35.5% | +7.9% | -43.3% | -36.0% |
| YTD | -20.3% | +25.1% | -45.5% | -23.3% |
| 1Y | -49.3% | +29.3% | -78.7% | -51.3% |
| 3Y | +137.8% | -20.3% | +158.1% | +170.1% |
| All | +137.8% | -20.5% | +158.3% | +170.1% |
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