-99.2%
MSTZ vs UTHR
+70.8%
-170.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.1% | +6.6% | +7.9% |
| 7D | +21.1% | -2.1% | +23.2% | +20.7% |
| 30D | +40.1% | +7.2% | +32.9% | +43.1% |
| 3M | -66.1% | +11.1% | -77.2% | -64.9% |
| 6M | -20.7% | +4.2% | -24.9% | -19.1% |
| YTD | -78.6% | +20.8% | -99.4% | -77.1% |
| 1Y | -55.5% | +29.7% | -85.2% | -52.0% |
| All | -99.2% | +70.8% | -170.1% | -98.7% |
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