+189.2%
MAGS vs UTHR
+167.4%
+21.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -2.0% | -2.1% | +0.1% | -1.9% |
| 30D | -6.9% | +8.3% | -15.2% | -7.3% |
| 3M | +0.7% | +15.5% | -14.9% | -0.2% |
| 6M | -0.8% | +4.5% | -5.3% | -1.1% |
| YTD | +4.4% | +22.2% | -17.8% | +3.0% |
| 1Y | +3.9% | +29.7% | -25.8% | +2.1% |
| 3Y | +122.7% | +167.3% | -44.6% | +111.8% |
| All | +189.2% | +167.4% | +21.8% | +180.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling