+24.6%
MOS vs UEC
+73.5%
-49.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.2% | +1.4% |
| 7D | +9.5% | -6.9% | +16.5% | +10.9% |
| 30D | +10.4% | +7.6% | +2.8% | +8.6% |
| 3M | +12.9% | -18.4% | +31.3% | +15.8% |
| 6M | +1.2% | -23.3% | +24.5% | +3.7% |
| YTD | +9.3% | -1.2% | +10.5% | +6.3% |
| 1Y | -18.0% | +2.3% | -20.3% | -22.2% |
| 3Y | -29.0% | +162.3% | -191.3% | -47.4% |
| 5Y | -9.6% | +287.2% | -296.8% | -42.5% |
| 10Y | +6.1% | +1,009.6% | -1,003.6% | -52.7% |
| All | +24.6% | +73.5% | -49.0% | -60.6% |
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 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