+72.3%
MSFT vs UEC
+289.3%
-216.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | -0.2% |
| 7D | -1.0% | -0.2% | -0.9% | -1.0% |
| 30D | -2.7% | +1.9% | -4.6% | -3.1% |
| 3M | +22.1% | +8.9% | +13.2% | +20.3% |
| 6M | +20.6% | -14.5% | +35.0% | +20.5% |
| YTD | +2.3% | -0.7% | +3.0% | 0.0% |
| 1Y | -0.5% | -4.1% | +3.5% | -3.5% |
| 3Y | +50.5% | +148.9% | -98.4% | +24.0% |
| 5Y | +72.3% | +300.0% | -227.7% | +30.1% |
| All | +72.3% | +289.3% | -216.9% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling