+1,604.6%
MOD vs UTHR
+295.8%
+1,308.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.4% |
| 7D | +9.6% | -5.4% | +15.0% | +10.7% |
| 30D | 0.0% | -6.0% | +6.1% | +1.1% |
| 3M | -35.4% | -11.0% | -24.4% | -34.1% |
| 6M | -7.3% | -0.5% | -6.7% | -7.7% |
| YTD | +45.8% | +0.1% | +45.7% | +44.6% |
| 1Y | +43.1% | +28.2% | +15.0% | +34.4% |
| 3Y | +297.7% | +113.8% | +183.9% | +220.9% |
| 5Y | +1,478.8% | +131.3% | +1,347.4% | +1,110.6% |
| All | +1,604.6% | +295.8% | +1,308.7% | +916.0% |
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