+7.6%
MOS vs UTHR
+382.4%
-374.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +21.6% | -6.1% | +27.7% | +23.2% |
| 30D | +12.0% | +3.1% | +8.8% | +11.0% |
| 3M | -3.9% | +5.5% | -9.3% | -5.6% |
| 6M | -3.3% | -5.8% | +2.5% | -2.7% |
| YTD | -4.6% | +15.3% | -20.0% | -9.2% |
| 1Y | -7.0% | +23.8% | -30.8% | -13.0% |
| 3Y | -24.4% | +146.3% | -170.7% | -44.3% |
| 5Y | -32.1% | +177.8% | -209.9% | -53.7% |
| All | +7.6% | +382.4% | -374.7% | -46.3% |
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