+113.8%
MSTR vs UNH
+3.9%
+109.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.6% |
| 7D | +9.3% | +1.1% | +8.2% | +9.0% |
| 30D | +36.5% | -1.5% | +38.0% | +36.8% |
| 3M | +7.3% | -0.8% | +8.2% | +7.2% |
| 6M | +2.2% | +41.8% | -39.6% | -7.4% |
| YTD | -10.2% | +23.1% | -33.2% | -16.6% |
| 1Y | -58.6% | +28.5% | -87.1% | -62.0% |
| 3Y | +283.2% | -11.8% | +294.9% | +259.7% |
| 5Y | +113.8% | +5.3% | +108.4% | +76.3% |
| All | +113.8% | +3.9% | +109.9% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling