+28.5%
UNH vs MS
+49.1%
-20.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +1.1% | +2.5% | -1.3% | +0.6% |
| 30D | -1.5% | 0.0% | -1.5% | -1.6% |
| 3M | -0.8% | +2.4% | -3.3% | -1.9% |
| 6M | +41.8% | +36.4% | +5.4% | +28.6% |
| YTD | +23.1% | +23.8% | -0.7% | +13.4% |
| 1Y | +28.5% | +48.6% | -20.1% | +7.8% |
| All | +28.5% | +49.1% | -20.6% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 1y: compounded portfolio wealth divided by compounded MS 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…
1y analysis · Full analysis span regression · 6 months rolling