+33.8%
MAS vs UTHR
+114.7%
-80.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | -0.8% | -5.4% | +4.7% | -0.5% |
| 30D | -5.6% | -6.0% | +0.5% | -5.2% |
| 3M | +4.4% | -11.0% | +15.4% | +5.1% |
| 6M | +7.2% | -0.5% | +7.7% | +7.2% |
| YTD | +16.1% | +0.1% | +16.0% | +16.0% |
| 1Y | +0.1% | +28.2% | -28.1% | -1.7% |
| All | +33.8% | +114.7% | -80.9% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling