+136,006.1%
UNH vs MSI
+4,035.2%
+131,970.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.7% |
| 7D | +1.1% | -3.7% | +4.8% | +1.9% |
| 30D | -3.8% | +6.8% | -10.6% | -5.4% |
| 3M | +0.7% | +14.3% | -13.6% | -2.5% |
| 6M | +37.9% | -1.6% | +39.4% | +37.5% |
| YTD | +21.9% | +22.8% | -0.9% | +15.5% |
| 1Y | +31.4% | -1.1% | +32.5% | +30.5% |
| 3Y | -11.4% | +70.5% | -81.9% | -22.8% |
| 5Y | +2.5% | +102.8% | -100.3% | -14.6% |
| 10Y | +242.9% | +597.4% | -354.6% | +117.1% |
| All | +136,006.1% | +4,035.2% | +131,970.9% | +30,724.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling