+140.2%
MAS vs UTHR
+295.8%
-155.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | -0.8% | -5.4% | +4.7% | +0.1% |
| 30D | -5.6% | -6.0% | +0.5% | -4.7% |
| 3M | +4.4% | -11.0% | +15.4% | +6.4% |
| 6M | +7.2% | -0.5% | +7.7% | +6.8% |
| YTD | +16.1% | +0.1% | +16.0% | +15.2% |
| 1Y | +0.1% | +28.2% | -28.1% | -5.2% |
| 3Y | +28.3% | +113.8% | -85.5% | +6.2% |
| 5Y | +30.5% | +131.3% | -100.8% | +3.9% |
| All | +140.2% | +295.8% | -155.7% | +53.2% |
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