-25.6%
MOS vs UEC
+37.5%
-63.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.1% | -8.3% | +0.8% |
| 7D | +19.7% | +1.5% | +18.2% | +19.2% |
| 30D | +21.5% | -17.1% | +38.6% | +23.5% |
| 3M | -0.4% | -32.3% | +31.9% | +3.2% |
| 6M | +4.5% | -49.7% | +54.3% | +10.3% |
| YTD | -2.9% | -34.8% | +31.9% | 0.0% |
| 1Y | -7.7% | -37.5% | +29.8% | -4.9% |
| 3Y | -25.6% | +37.1% | -62.7% | -27.2% |
| All | -25.6% | +37.5% | -63.2% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling