+70.7%
MSFU vs UTHR
+129.5%
-58.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.0% |
| 7D | -2.3% | +3.0% | -5.3% | -2.6% |
| 30D | -6.3% | -4.3% | -1.9% | -5.9% |
| 3M | +40.0% | -8.4% | +48.3% | +41.0% |
| 6M | +30.1% | -4.2% | +34.3% | +30.3% |
| YTD | -10.3% | +4.0% | -14.3% | -11.1% |
| 1Y | -19.0% | +25.5% | -44.5% | -21.3% |
| 3Y | +25.8% | +125.1% | -99.3% | +16.9% |
| All | +70.7% | +129.5% | -58.7% | +52.4% |
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