+3.5%
UNH vs MSI
+97.7%
-94.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.8% |
| 7D | -1.7% | -4.0% | +2.3% | -0.6% |
| 30D | -3.8% | -0.5% | -3.4% | -3.8% |
| 3M | -4.3% | +11.4% | -15.7% | -7.4% |
| 6M | +38.6% | +1.0% | +37.6% | +37.6% |
| YTD | +20.7% | +20.7% | 0.0% | +12.8% |
| 1Y | +16.0% | -2.7% | +18.7% | +16.4% |
| 3Y | -13.5% | +68.2% | -81.7% | -30.0% |
| 5Y | +3.5% | +100.0% | -96.4% | -22.2% |
| All | +3.5% | +97.7% | -94.2% | -22.2% |
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