+799.3%
UNH vs MTSI
+1,004.6%
-205.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.2% | -1.4% |
| 7D | -3.2% | -10.0% | +6.8% | -2.4% |
| 30D | +4.8% | -37.2% | +42.0% | +8.8% |
| 3M | -1.8% | -30.1% | +28.2% | +0.5% |
| 6M | +8.6% | -31.9% | +40.5% | +10.4% |
| YTD | +21.8% | +23.2% | -1.4% | +16.0% |
| 1Y | +25.8% | +26.4% | -0.6% | +19.4% |
| 3Y | -21.3% | +186.2% | -207.5% | -33.5% |
| 5Y | -5.3% | +187.0% | -192.4% | -21.6% |
| 10Y | +238.1% | +460.4% | -222.3% | +131.7% |
| All | +799.3% | +1,004.6% | -205.3% | +461.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling