+584.1%
MA vs UTHR
+366.4%
+217.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -0.5% | +4.9% | -5.4% | -1.3% |
| 30D | +7.9% | +9.2% | -1.3% | +6.4% |
| 3M | +16.8% | +15.9% | +0.8% | +13.7% |
| 6M | +31.0% | +2.0% | +29.0% | +30.1% |
| YTD | +15.0% | +21.8% | -6.7% | +10.5% |
| 1Y | +17.0% | +28.6% | -11.5% | +11.3% |
| 3Y | +68.5% | +166.2% | -97.8% | +34.6% |
| 5Y | +85.0% | +191.8% | -106.8% | +41.5% |
| All | +584.1% | +366.4% | +217.7% | +338.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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