+172.3%
MS vs UEC
+27.1%
+145.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.2% | +1.0% |
| 7D | +0.8% | -5.2% | +5.9% | +1.3% |
| 30D | -0.7% | -22.0% | +21.3% | +2.3% |
| 3M | -12.4% | -37.0% | +24.6% | -7.6% |
| 6M | -1.7% | -52.7% | +51.0% | +6.2% |
| YTD | +8.0% | -38.6% | +46.7% | +12.2% |
| 1Y | +16.2% | -44.6% | +60.8% | +21.6% |
| All | +172.3% | +27.1% | +145.2% | +142.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling