+216.1%
UNH vs MSI
+664.3%
-448.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +3.4% | +3.2% | +0.1% | +2.1% |
| 30D | +3.0% | +17.6% | -14.6% | -3.1% |
| 3M | +2.7% | +14.5% | -11.8% | -2.5% |
| 6M | +2.8% | +34.3% | -31.5% | -8.7% |
| YTD | +25.9% | +39.7% | -13.8% | +8.9% |
| 1Y | +25.8% | +40.2% | -14.4% | +8.6% |
| 3Y | -20.0% | +77.1% | -97.2% | -38.8% |
| 5Y | -2.8% | +124.0% | -126.9% | -34.2% |
| All | +216.1% | +664.3% | -448.3% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling