+934.0%
MSTR vs UTHR
+8,226.2%
-7,292.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -1.2% | -6.1% | +4.9% | +0.3% |
| 30D | -15.9% | +3.1% | -19.1% | -16.4% |
| 3M | +33.1% | +5.5% | +27.7% | +31.3% |
| 6M | -31.0% | -5.8% | -25.2% | -30.3% |
| YTD | -15.1% | +15.3% | -30.5% | -18.3% |
| 1Y | -45.6% | +23.8% | -69.4% | -48.6% |
| 3Y | +180.5% | +146.3% | +34.2% | +120.6% |
| 5Y | +61.7% | +177.8% | -116.1% | +22.7% |
| 10Y | +578.0% | +392.4% | +185.6% | +332.7% |
| All | +934.0% | +8,226.2% | -7,292.2% | +220.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling