+1,252.0%
MSTR vs UNH
+6,395.8%
-5,143.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.2% |
| 7D | +12.2% | +1.1% | +11.1% | +11.9% |
| 30D | +45.2% | -3.8% | +48.9% | +46.3% |
| 3M | +10.4% | +0.7% | +9.6% | +9.8% |
| 6M | -2.5% | +37.9% | -40.4% | -10.2% |
| YTD | -6.0% | +21.9% | -28.0% | -11.4% |
| 1Y | -56.4% | +31.4% | -87.8% | -59.7% |
| 3Y | +306.3% | -11.4% | +317.7% | +296.3% |
| 5Y | +100.5% | +2.5% | +98.0% | +90.4% |
| 10Y | +741.1% | +242.9% | +498.2% | +485.4% |
| All | +1,252.0% | +6,395.8% | -5,143.8% | +492.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling