+121.1%
MSTR vs UTHR
+166.1%
-45.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.4% |
| 7D | -13.4% | +5.2% | -18.6% | -14.2% |
| 30D | -22.1% | +9.5% | -31.5% | -23.1% |
| 3M | +15.0% | +17.9% | -3.0% | +12.0% |
| 6M | -37.3% | +2.0% | -39.3% | -37.5% |
| YTD | -26.5% | +21.3% | -47.9% | -28.8% |
| 1Y | -46.5% | +27.9% | -74.4% | -48.5% |
| 3Y | +121.1% | +162.3% | -41.3% | +90.0% |
| All | +121.1% | +166.1% | -45.0% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling