+47.6%
MSFT vs UEC
+27.4%
+20.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.9% | +3.7% | -1.7% |
| 7D | +2.3% | -5.2% | +7.5% | +2.7% |
| 30D | -0.4% | -22.0% | +21.6% | +1.4% |
| 3M | +5.6% | -37.0% | +42.5% | +8.8% |
| 6M | +29.0% | -52.7% | +81.7% | +34.7% |
| YTD | +10.9% | -38.6% | +49.6% | +13.0% |
| 1Y | +6.2% | -44.6% | +50.8% | +8.8% |
| 3Y | +47.6% | +27.1% | +20.5% | +38.6% |
| All | +47.6% | +27.4% | +20.3% | +38.6% |
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 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