-1.1%
UNH vs MOS
-33.6%
+32.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.5% |
| 7D | +3.4% | -2.0% | +5.3% | +3.5% |
| 30D | +3.0% | +15.3% | -12.3% | +1.6% |
| 3M | +2.7% | +1.5% | +1.2% | +2.4% |
| 6M | +2.8% | -2.0% | +4.8% | +2.5% |
| YTD | +25.9% | -6.5% | +32.4% | +25.4% |
| 1Y | +25.8% | -11.1% | +36.9% | +25.8% |
| 3Y | -20.0% | -30.3% | +10.2% | -19.4% |
| All | -1.1% | -33.6% | +32.6% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling