-26.4%
UNH vs MSTZ
-99.2%
+72.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.4% | +0.6% |
| 7D | +3.4% | +30.8% | -27.4% | +3.8% |
| 30D | +3.0% | +41.2% | -38.2% | +3.7% |
| 3M | +2.7% | -60.9% | +63.6% | +2.1% |
| 6M | +2.8% | -15.7% | +18.5% | +4.1% |
| YTD | +25.9% | -75.2% | +101.1% | +25.6% |
| 1Y | +25.8% | -59.8% | +85.6% | +26.3% |
| All | -26.4% | -99.2% | +72.8% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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