+19,612.4%
UNH vs MS
+6,088.6%
+13,523.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +1.1% | +1.4% | -0.3% | +0.7% |
| 30D | -3.8% | -0.3% | -3.5% | -3.8% |
| 3M | +0.7% | +0.3% | +0.4% | +0.3% |
| 6M | +37.9% | +31.3% | +6.5% | +27.8% |
| YTD | +21.9% | +24.7% | -2.7% | +14.3% |
| 1Y | +31.4% | +47.9% | -16.5% | +17.7% |
| 3Y | -11.4% | +178.3% | -189.7% | -34.5% |
| 5Y | +2.5% | +144.9% | -142.4% | -22.9% |
| 10Y | +242.9% | +804.5% | -561.7% | +78.7% |
| All | +19,612.4% | +6,088.6% | +13,523.8% | +3,632.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling