-24.4%
MOS vs UEC
+19.3%
-43.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.8% | -6.7% | -0.5% |
| 7D | +21.6% | -10.2% | +31.8% | +22.7% |
| 30D | +12.0% | -26.9% | +38.9% | +15.3% |
| 3M | -3.9% | -35.7% | +31.8% | +0.1% |
| 6M | -3.3% | -56.1% | +52.8% | +3.4% |
| YTD | -4.6% | -40.8% | +36.1% | -0.8% |
| 1Y | -7.0% | -43.4% | +36.4% | -3.2% |
| 3Y | -24.4% | +25.4% | -49.8% | -23.7% |
| All | -24.4% | +19.3% | -43.7% | -23.7% |
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