+0.6%
MOS vs UEC
+623.0%
-622.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.0% |
| 7D | +5.5% | +0.6% | +4.9% | +5.0% |
| 30D | +21.0% | -18.1% | +39.1% | +24.8% |
| 3M | -0.5% | -36.9% | +36.4% | +7.6% |
| 6M | +6.6% | -56.1% | +62.7% | +22.1% |
| YTD | -2.8% | -38.1% | +35.3% | +2.1% |
| 1Y | -8.1% | -41.7% | +33.6% | -3.1% |
| 3Y | -25.6% | +28.2% | -53.8% | -39.9% |
| 5Y | -29.8% | +31.7% | -61.5% | -49.3% |
| 10Y | +0.6% | +685.9% | -685.3% | -65.5% |
| All | +0.6% | +623.0% | -622.4% | -65.5% |
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