+8.5%
MOS vs UEC
-2.6%
+11.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.9% | +13.2% | +5.0% |
| 7D | +22.5% | -20.5% | +43.0% | +27.0% |
| 30D | +6.6% | -35.9% | +42.5% | +14.6% |
| 3M | -3.8% | -39.6% | +35.7% | +4.0% |
| 6M | -2.2% | -55.3% | +53.1% | +10.0% |
| YTD | -4.8% | -44.5% | +39.7% | +1.7% |
| 1Y | -11.7% | -50.4% | +38.7% | -4.5% |
| 3Y | -26.5% | +12.1% | -38.6% | -36.7% |
| 5Y | -32.2% | +41.5% | -73.7% | -48.3% |
| 10Y | +10.2% | +644.8% | -634.7% | -47.4% |
| All | +8.5% | -2.6% | +11.1% | -62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling