+244.5%
UNH vs MAS
+137.9%
+106.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.5% |
| 7D | +1.1% | -0.8% | +1.8% | +1.3% |
| 30D | -3.8% | -5.6% | +1.8% | -2.3% |
| 3M | +0.7% | +4.4% | -3.7% | -1.3% |
| 6M | +37.9% | +7.2% | +30.7% | +33.1% |
| YTD | +21.9% | +16.1% | +5.8% | +14.3% |
| 1Y | +31.4% | +0.1% | +31.3% | +28.8% |
| 3Y | -11.4% | +28.3% | -39.7% | -22.4% |
| 5Y | +2.5% | +30.5% | -27.9% | -13.3% |
| All | +244.5% | +137.9% | +106.6% | +120.9% |
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