+2,487.8%
MSFT vs UEC
+8.7%
+2,479.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.3% |
| 7D | -6.2% | +0.6% | -6.8% | -6.3% |
| 30D | -3.7% | -18.1% | +14.4% | -2.3% |
| 3M | +3.6% | -36.9% | +40.5% | +7.2% |
| 6M | +26.8% | -56.1% | +82.9% | +34.3% |
| YTD | +8.4% | -38.1% | +46.5% | +10.6% |
| 1Y | +3.3% | -41.7% | +45.0% | +5.6% |
| 3Y | +44.3% | +28.2% | +16.1% | +33.3% |
| 5Y | +63.3% | +31.7% | +31.6% | +44.3% |
| 10Y | +894.4% | +685.9% | +208.5% | +594.6% |
| All | +2,487.8% | +8.7% | +2,479.1% | +1,494.6% |
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 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