+228.0%
UNH vs MOS
+8.6%
+219.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.2% | +21.6% | -24.7% | -6.0% |
| 30D | +4.8% | +12.0% | -7.1% | +2.8% |
| 3M | -1.8% | -3.9% | +2.1% | -1.8% |
| 6M | +8.6% | -3.3% | +11.9% | +8.1% |
| YTD | +21.8% | -4.6% | +26.4% | +20.6% |
| 1Y | +25.8% | -7.0% | +32.8% | +24.9% |
| 3Y | -21.3% | -24.4% | +3.1% | -21.0% |
| 5Y | -5.3% | -32.1% | +26.8% | -7.4% |
| All | +228.0% | +8.6% | +219.4% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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