+181.3%
MS vs UEC
+157.0%
+24.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.4% | -6.9% | +8.3% | +2.3% |
| 30D | -0.3% | +7.6% | -7.9% | -1.4% |
| 3M | +0.3% | -18.4% | +18.7% | +1.9% |
| 6M | +31.3% | -23.3% | +54.6% | +33.2% |
| YTD | +24.7% | -1.2% | +25.9% | +22.4% |
| 1Y | +47.9% | +2.3% | +45.6% | +43.3% |
| All | +181.3% | +157.0% | +24.3% | +135.9% |
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 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