+321.3%
MS vs UEC
-2.6%
+323.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.9% | +3.9% | -4.6% |
| 7D | -3.4% | -20.5% | +17.1% | -0.3% |
| 30D | -3.9% | -35.9% | +32.0% | +2.1% |
| 3M | -15.9% | -39.6% | +23.6% | -10.3% |
| 6M | -2.5% | -55.3% | +52.8% | +7.4% |
| YTD | +5.1% | -44.5% | +49.6% | +11.0% |
| 1Y | +13.0% | -50.4% | +63.4% | +20.6% |
| 3Y | +160.7% | +12.1% | +148.6% | +134.7% |
| 5Y | +114.0% | +41.5% | +72.5% | +72.3% |
| 10Y | +637.5% | +644.8% | -7.4% | +291.4% |
| All | +321.3% | -2.6% | +323.9% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling