+514.9%
MKSI vs UTHR
+313.7%
+201.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.5% |
| 7D | +2.7% | +1.9% | +0.7% | +2.1% |
| 30D | -12.8% | -2.9% | -9.9% | -12.2% |
| 3M | -22.5% | -8.9% | -13.7% | -20.8% |
| 6M | +19.4% | -8.7% | +28.1% | +21.3% |
| YTD | +67.7% | +2.0% | +65.7% | +64.3% |
| 1Y | +131.4% | +22.8% | +108.6% | +113.6% |
| 3Y | +197.3% | +120.6% | +76.7% | +115.3% |
| 5Y | +87.0% | +136.4% | -49.5% | +26.3% |
| All | +514.9% | +313.7% | +201.2% | +195.2% |
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