+607.1%
MS vs UEC
+704.7%
-97.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.8% | -7.3% | -1.5% |
| 7D | -1.6% | -10.2% | +8.7% | -0.1% |
| 30D | -3.8% | -26.9% | +23.2% | +0.5% |
| 3M | -14.6% | -35.7% | +21.1% | -9.5% |
| 6M | -5.1% | -56.1% | +51.1% | +5.2% |
| YTD | +4.5% | -40.8% | +45.3% | +9.5% |
| 1Y | +13.5% | -43.4% | +56.9% | +19.1% |
| 3Y | +160.4% | +25.4% | +135.0% | +128.6% |
| 5Y | +112.9% | +51.1% | +61.8% | +66.4% |
| All | +607.1% | +704.7% | -97.6% | +231.6% |
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 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