+553.7%
MS vs UTHR
+349.3%
+204.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | 0.0% |
| 7D | +0.8% | -2.1% | +2.9% | +1.3% |
| 30D | -0.7% | +7.2% | -7.9% | -2.1% |
| 3M | -12.4% | +11.1% | -23.5% | -14.7% |
| 6M | -1.7% | +4.2% | -5.9% | -3.1% |
| YTD | +8.0% | +20.8% | -12.8% | +2.3% |
| 1Y | +16.2% | +29.7% | -13.5% | +8.3% |
| 3Y | +171.3% | +164.1% | +7.2% | +102.6% |
| 5Y | +124.8% | +190.7% | -65.9% | +59.1% |
| 10Y | +553.7% | +355.4% | +198.3% | +256.8% |
| All | +553.7% | +349.3% | +204.3% | +256.8% |
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