+245.4%
UNH vs MTSI
+513.8%
-268.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.3% |
| 7D | +1.1% | +1.4% | -0.3% | +0.9% |
| 30D | -3.8% | +2.1% | -5.9% | -4.2% |
| 3M | +0.7% | -29.7% | +30.5% | +3.3% |
| 6M | +37.9% | +12.5% | +25.3% | +34.4% |
| YTD | +21.9% | +57.0% | -35.1% | +14.8% |
| 1Y | +31.4% | +103.9% | -72.5% | +20.1% |
| 3Y | -11.4% | +223.6% | -235.0% | -24.9% |
| 5Y | +2.5% | +321.6% | -319.0% | -17.4% |
| All | +245.4% | +513.8% | -268.4% | +134.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling