+25.8%
UNH vs MTSI
+38.8%
-13.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.2% | -0.4% |
| 7D | -3.2% | -10.0% | +6.8% | -3.1% |
| 30D | +4.8% | -37.2% | +42.0% | +4.7% |
| 3M | -1.8% | -30.1% | +28.2% | -1.8% |
| 6M | +8.6% | -31.9% | +40.5% | +7.4% |
| YTD | +21.8% | +23.2% | -1.4% | +18.2% |
| 1Y | +25.8% | +26.4% | -0.6% | +21.0% |
| All | +25.8% | +38.8% | -13.0% | +21.0% |
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