-28.7%
UNH vs MSTU
-85.2%
+56.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.2% | -0.9% |
| 7D | +1.1% | +21.3% | -20.3% | +0.7% |
| 30D | -3.8% | +90.8% | -94.6% | -4.8% |
| 3M | +0.7% | -6.8% | +7.5% | +0.5% |
| 6M | +37.9% | -39.8% | +77.7% | +38.0% |
| YTD | +21.9% | -55.7% | +77.6% | +21.5% |
| 1Y | +31.4% | -92.7% | +124.0% | +32.9% |
| All | -28.7% | -85.2% | +56.5% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling