+27.0%
UNH vs MTSI
+59.5%
-32.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | +0.6% | -10.7% | +11.2% | +0.3% |
| 30D | +8.1% | -29.0% | +37.1% | +7.8% |
| 3M | +1.1% | -14.7% | +15.8% | +0.9% |
| 6M | +11.7% | -20.1% | +31.8% | +10.2% |
| YTD | +26.5% | +36.1% | -9.6% | +25.3% |
| 1Y | +27.0% | +61.7% | -34.7% | +26.4% |
| All | +27.0% | +59.5% | -32.5% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling