+475.0%
MAS vs UTHR
+8,281.0%
-7,806.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.0% | +3.6% | -2.6% |
| 7D | +4.6% | -4.7% | +9.2% | +5.2% |
| 30D | +19.9% | +4.4% | +15.4% | +19.2% |
| 3M | +8.9% | +9.0% | -0.1% | +7.5% |
| 6M | +20.2% | -1.1% | +21.3% | +20.0% |
| YTD | +33.9% | +16.1% | +17.8% | +30.5% |
| 1Y | +34.7% | +26.4% | +8.2% | +29.9% |
| 3Y | +60.4% | +152.1% | -91.7% | +39.0% |
| 5Y | +43.5% | +179.6% | -136.2% | +21.5% |
| 10Y | +226.7% | +395.6% | -168.9% | +150.7% |
| All | +475.0% | +8,281.0% | -7,806.1% | +228.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling