+95.0%
MSFU vs UTHR
+166.5%
-71.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.5% |
| 7D | +4.0% | -2.1% | +6.2% | +4.3% |
| 30D | -2.3% | +7.2% | -9.5% | -2.9% |
| 3M | +7.1% | +11.1% | -4.0% | +6.0% |
| 6M | +48.9% | +4.2% | +44.7% | +48.1% |
| YTD | +2.4% | +20.8% | -18.4% | +0.2% |
| 1Y | -8.1% | +29.7% | -37.8% | -10.8% |
| 3Y | +25.2% | +164.1% | -139.0% | +14.7% |
| All | +95.0% | +166.5% | -71.5% | +71.7% |
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