-1.6%
MOS vs UTHR
+349.3%
-350.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +24.8% | -2.1% | +26.9% | +25.3% |
| 30D | +22.7% | +7.2% | +15.5% | +20.6% |
| 3M | -1.2% | +11.1% | -12.3% | -4.1% |
| 6M | +5.5% | +4.2% | +1.4% | +3.8% |
| YTD | -2.0% | +20.8% | -22.8% | -7.6% |
| 1Y | -7.9% | +29.7% | -37.6% | -14.8% |
| 3Y | -25.0% | +164.1% | -189.1% | -45.6% |
| 5Y | -27.7% | +190.7% | -218.4% | -51.2% |
| 10Y | -1.6% | +355.4% | -357.0% | -50.0% |
| All | -1.6% | +349.3% | -350.9% | -50.0% |
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