+690.7%
MSTR vs UTHR
+308.5%
+382.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.5% | -4.9% |
| 7D | +9.3% | -2.9% | +12.2% | +10.0% |
| 30D | +36.5% | -7.6% | +44.1% | +39.1% |
| 3M | +7.3% | -8.6% | +15.9% | +9.6% |
| 6M | +2.2% | +4.1% | -1.9% | +0.9% |
| YTD | -10.2% | +2.2% | -12.4% | -11.1% |
| 1Y | -58.6% | +26.2% | -84.8% | -61.2% |
| 3Y | +283.2% | +121.2% | +162.0% | +198.0% |
| 5Y | +113.8% | +136.5% | -22.8% | +60.9% |
| 10Y | +690.7% | +300.1% | +390.6% | +385.4% |
| All | +690.7% | +308.5% | +382.2% | +385.4% |
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