+48.6%
MAS vs UTHR
+202.6%
-154.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.5% | +5.5% |
| 7D | +14.2% | +3.8% | +10.4% | +13.8% |
| 30D | +26.8% | +13.4% | +13.4% | +25.5% |
| 3M | +13.1% | +17.3% | -4.2% | +11.6% |
| 6M | +27.9% | +4.7% | +23.2% | +27.4% |
| YTD | +38.7% | +24.9% | +13.8% | +35.7% |
| 1Y | +40.4% | +39.1% | +1.2% | +36.0% |
| 3Y | +66.1% | +171.1% | -105.0% | +45.1% |
| All | +48.6% | +202.6% | -154.0% | +24.8% |
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