+136,006.1%
UNH vs MAS
+1,430.5%
+134,575.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.4% |
| 7D | +1.1% | -0.8% | +1.8% | +1.2% |
| 30D | -3.8% | -5.6% | +1.8% | -2.5% |
| 3M | +0.7% | +4.4% | -3.7% | -0.9% |
| 6M | +37.9% | +7.2% | +30.7% | +34.2% |
| YTD | +21.9% | +16.1% | +5.8% | +16.1% |
| 1Y | +31.4% | +0.1% | +31.3% | +29.5% |
| 3Y | -11.4% | +28.3% | -39.7% | -19.4% |
| 5Y | +2.5% | +30.5% | -27.9% | -9.0% |
| 10Y | +242.9% | +139.1% | +103.7% | +158.3% |
| All | +136,006.1% | +1,430.5% | +134,575.7% | +52,844.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling