+6.2%
MSFT vs UEC
-44.4%
+50.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.9% | +3.7% | -1.7% |
| 7D | +2.3% | -5.2% | +7.5% | +2.6% |
| 30D | -0.4% | -22.0% | +21.6% | +1.3% |
| 3M | +5.6% | -37.0% | +42.5% | +8.6% |
| 6M | +29.0% | -52.7% | +81.7% | +33.6% |
| YTD | +10.9% | -38.6% | +49.6% | +14.7% |
| 1Y | +6.2% | -44.6% | +50.8% | +10.8% |
| All | +6.2% | -44.4% | +50.6% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling