-31.9%
UNH vs MSTU
-87.7%
+55.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -5.9% | -2.4% |
| 7D | -4.5% | -16.6% | +12.0% | -4.3% |
| 30D | -6.5% | +69.7% | -76.2% | -7.4% |
| 3M | -6.0% | -7.5% | +1.5% | -6.2% |
| 6M | +33.7% | -43.1% | +76.8% | +33.8% |
| YTD | +16.4% | -63.0% | +79.4% | +16.2% |
| 1Y | +10.1% | -93.8% | +103.9% | +11.6% |
| All | -31.9% | -87.7% | +55.7% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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