-1.1%
UNH vs MSI
+124.3%
-125.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +3.4% | +3.2% | +0.1% | +2.5% |
| 30D | +3.0% | +17.6% | -14.6% | -1.3% |
| 3M | +2.7% | +14.5% | -11.8% | -1.0% |
| 6M | +2.8% | +34.3% | -31.5% | -5.5% |
| YTD | +25.9% | +39.7% | -13.8% | +13.3% |
| 1Y | +25.8% | +40.2% | -14.4% | +13.0% |
| 3Y | -20.0% | +77.1% | -97.2% | -35.2% |
| All | -1.1% | +124.3% | -125.4% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling