+514.9%
MKSI vs UEC
+885.8%
-370.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.2% | +7.3% | +3.3% |
| 7D | +2.7% | -9.4% | +12.1% | +4.9% |
| 30D | -12.8% | -8.0% | -4.8% | -11.6% |
| 3M | -22.5% | -1.7% | -20.8% | -22.6% |
| 6M | +19.4% | -26.1% | +45.5% | +25.4% |
| YTD | +67.7% | -10.5% | +78.3% | +67.5% |
| 1Y | +131.4% | -13.3% | +144.7% | +127.3% |
| 3Y | +197.3% | +116.4% | +81.0% | +125.6% |
| 5Y | +87.0% | +225.5% | -138.6% | +17.8% |
| All | +514.9% | +885.8% | -370.9% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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