+226.8%
UNH vs MTSI
+479.2%
-252.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.0% |
| 7D | +0.2% | -3.8% | +4.0% | +0.3% |
| 30D | +6.8% | -31.4% | +38.2% | +9.7% |
| 3M | -0.3% | -23.8% | +23.5% | +1.1% |
| 6M | +7.9% | -37.1% | +45.0% | +10.5% |
| YTD | +25.1% | +32.2% | -7.1% | +18.6% |
| 1Y | +29.3% | +26.9% | +2.4% | +22.9% |
| 3Y | -20.3% | +193.7% | -214.0% | -32.5% |
| 5Y | -3.6% | +218.0% | -221.6% | -20.7% |
| All | +226.8% | +479.2% | -252.4% | +125.6% |
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