-1.1%
UNH vs MS
+123.3%
-124.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +3.4% | +5.1% | -1.7% | +2.6% |
| 30D | +3.0% | +5.7% | -2.7% | +2.1% |
| 3M | +2.7% | -12.2% | +14.9% | +4.6% |
| 6M | +2.8% | -0.5% | +3.3% | +2.5% |
| YTD | +25.9% | +9.8% | +16.0% | +23.2% |
| 1Y | +25.8% | +17.7% | +8.1% | +21.9% |
| 3Y | -20.0% | +176.8% | -196.9% | -34.3% |
| All | -1.1% | +123.3% | -124.4% | -17.7% |
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