+2.9%
UNH vs MS
+145.3%
-142.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +1.1% | +1.4% | -0.3% | +0.8% |
| 30D | -3.8% | -0.3% | -3.5% | -3.8% |
| 3M | +0.7% | +0.3% | +0.4% | +0.5% |
| 6M | +37.9% | +31.3% | +6.5% | +31.6% |
| YTD | +21.9% | +24.7% | -2.7% | +17.1% |
| 1Y | +31.4% | +47.9% | -16.5% | +23.0% |
| 3Y | -11.4% | +178.3% | -189.7% | -27.3% |
| All | +2.9% | +145.3% | -142.4% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling