+906.4%
MOD vs UTHR
+382.4%
+524.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.8% |
| 7D | -25.5% | -6.1% | -19.4% | -24.7% |
| 30D | -49.0% | +3.1% | -52.1% | -49.4% |
| 3M | -49.8% | +5.5% | -55.3% | -50.5% |
| 6M | -64.8% | -5.8% | -58.9% | -64.5% |
| YTD | -27.6% | +15.3% | -43.0% | -30.3% |
| 1Y | -35.2% | +23.8% | -59.0% | -38.5% |
| 3Y | +137.1% | +146.3% | -9.2% | +85.9% |
| 5Y | +760.3% | +177.8% | +582.5% | +533.8% |
| All | +906.4% | +382.4% | +524.0% | +494.2% |
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