+231.0%
UNH vs MOS
+6.2%
+224.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | +0.6% |
| 7D | -0.7% | +19.7% | -20.4% | -3.4% |
| 30D | +4.8% | +21.5% | -16.7% | +1.7% |
| 3M | -1.7% | -0.4% | -1.3% | -2.2% |
| 6M | +5.9% | +4.5% | +1.4% | +4.3% |
| YTD | +22.8% | -2.9% | +25.7% | +21.4% |
| 1Y | +25.9% | -7.7% | +33.6% | +25.2% |
| 3Y | -21.4% | -25.6% | +4.2% | -20.9% |
| 5Y | -6.3% | -31.2% | +24.9% | -8.5% |
| 10Y | +231.0% | +2.8% | +228.2% | +161.1% |
| All | +231.0% | +6.2% | +224.8% | +161.1% |
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