+88.0%
MSFU vs UTHR
+167.6%
-79.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | -2.8% | +5.2% | -7.9% | -3.3% |
| 30D | -5.3% | +9.5% | -14.8% | -6.0% |
| 3M | +7.2% | +17.9% | -10.7% | +5.6% |
| 6M | +51.0% | +2.0% | +49.0% | +50.5% |
| YTD | -1.2% | +21.3% | -22.6% | -3.5% |
| 1Y | -10.3% | +27.9% | -38.2% | -12.8% |
| 3Y | +22.2% | +162.3% | -140.1% | +12.0% |
| All | +88.0% | +167.6% | -79.6% | +65.5% |
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 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