+2,381.4%
MSFT vs UEC
+73.5%
+2,307.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -2.7% | -6.9% | +4.2% | -2.1% |
| 30D | +2.7% | +7.6% | -4.9% | +1.9% |
| 3M | +17.0% | -18.4% | +35.3% | +18.3% |
| 6M | +23.8% | -23.3% | +47.1% | +25.0% |
| YTD | +4.0% | -1.2% | +5.2% | +2.3% |
| 1Y | -0.8% | +2.3% | -3.1% | -3.5% |
| 3Y | +55.6% | +162.3% | -106.7% | +35.4% |
| 5Y | +72.9% | +287.2% | -214.3% | +39.6% |
| 10Y | +875.8% | +1,009.6% | -133.8% | +561.4% |
| All | +2,381.4% | +73.5% | +2,307.9% | +1,374.7% |
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