+545.7%
MS vs UEC
+617.0%
-71.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.2% | +1.1% |
| 7D | +0.8% | -5.2% | +5.9% | +1.4% |
| 30D | -0.7% | -22.0% | +21.3% | +2.7% |
| 3M | -12.4% | -37.0% | +24.6% | -6.9% |
| 6M | -1.7% | -52.7% | +51.0% | +7.6% |
| YTD | +8.0% | -38.6% | +46.7% | +12.5% |
| 1Y | +16.2% | -44.6% | +60.8% | +22.2% |
| 3Y | +171.3% | +27.1% | +144.2% | +137.7% |
| 5Y | +124.8% | +37.9% | +86.9% | +78.8% |
| All | +545.7% | +617.0% | -71.3% | +212.6% |
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