+14.9%
MAGS vs UTHR
+23.3%
-8.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | +0.5% | -5.4% | +5.9% | +0.8% |
| 30D | +1.5% | -6.0% | +7.5% | +1.8% |
| 3M | +0.5% | -11.0% | +11.4% | +1.1% |
| 6M | +11.6% | -0.5% | +12.1% | +11.4% |
| YTD | +5.3% | +0.1% | +5.2% | +5.1% |
| 1Y | +14.9% | +28.2% | -13.3% | +14.6% |
| All | +14.9% | +23.3% | -8.4% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling