+19,584.4%
UNH vs MS
+5,088.7%
+14,495.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | -3.2% | -1.6% | -1.6% | -2.8% |
| 30D | +4.8% | -3.8% | +8.6% | +5.7% |
| 3M | -1.8% | -14.6% | +12.8% | +2.0% |
| 6M | +8.6% | -5.1% | +13.7% | +9.4% |
| YTD | +21.8% | +4.5% | +17.2% | +19.2% |
| 1Y | +25.8% | +13.5% | +12.3% | +20.5% |
| 3Y | -21.3% | +160.4% | -181.7% | -40.8% |
| 5Y | -5.3% | +112.9% | -118.2% | -26.3% |
| 10Y | +238.1% | +633.4% | -395.3% | +85.6% |
| All | +19,584.4% | +5,088.7% | +14,495.7% | +3,792.3% |
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