+214.3%
UNH vs MAS
+214.3%
0.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +2.4% | +1.2% | +1.2% | +2.0% |
| 30D | +7.2% | +21.6% | -14.4% | +1.1% |
| 3M | +0.5% | +14.1% | -13.6% | -3.6% |
| 6M | +3.4% | +22.6% | -19.2% | -3.8% |
| YTD | +25.2% | +35.4% | -10.3% | +11.8% |
| 1Y | +22.7% | +37.5% | -14.8% | +9.0% |
| 3Y | -20.3% | +58.3% | -78.6% | -34.7% |
| 5Y | -3.4% | +39.1% | -42.5% | -18.8% |
| All | +214.3% | +214.3% | 0.0% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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