+810.2%
MS vs UTHR
+299.3%
+511.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +1.4% | -5.4% | +6.8% | +2.6% |
| 30D | -0.3% | -6.0% | +5.8% | +1.0% |
| 3M | +0.3% | -11.0% | +11.3% | +2.8% |
| 6M | +31.3% | -0.5% | +31.9% | +30.6% |
| YTD | +24.7% | +0.1% | +24.6% | +23.3% |
| 1Y | +47.9% | +28.2% | +19.8% | +37.5% |
| 3Y | +178.3% | +113.8% | +64.5% | +117.2% |
| 5Y | +144.9% | +131.3% | +13.6% | +81.9% |
| All | +810.2% | +299.3% | +511.0% | +388.4% |
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