+578.8%
MS vs UEC
+765.9%
-187.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.1% | -7.0% | +1.6% |
| 7D | +0.7% | +1.5% | -0.7% | +0.4% |
| 30D | -0.9% | -17.1% | +16.1% | +1.6% |
| 3M | -13.0% | -32.3% | +19.3% | -8.5% |
| 6M | -2.0% | -49.7% | +47.8% | +6.4% |
| YTD | +7.8% | -34.8% | +42.5% | +11.2% |
| 1Y | +17.9% | -37.5% | +55.4% | +21.8% |
| 3Y | +174.8% | +37.1% | +137.7% | +138.1% |
| 5Y | +119.9% | +44.3% | +75.5% | +73.8% |
| 10Y | +578.8% | +737.4% | -158.5% | +219.9% |
| All | +578.8% | +765.9% | -187.1% | +219.9% |
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