+123.7%
MS vs UTHR
+196.5%
-72.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.5% |
| 7D | -1.7% | -2.1% | +0.4% | -1.5% |
| 30D | +0.9% | +8.3% | -7.4% | 0.0% |
| 3M | -10.8% | +15.5% | -26.4% | -12.5% |
| 6M | +0.9% | +4.5% | -3.6% | +0.3% |
| YTD | +9.8% | +22.2% | -12.4% | +6.4% |
| 1Y | +17.1% | +29.7% | -12.6% | +12.6% |
| 3Y | +175.7% | +167.3% | +8.4% | +130.1% |
| All | +123.7% | +196.5% | -72.9% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling