+70.7%
MSFU vs UEC
+169.1%
-98.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.5% |
| 7D | -2.3% | -0.2% | -2.2% | -2.3% |
| 30D | -6.3% | +1.9% | -8.2% | -7.0% |
| 3M | +40.0% | +8.9% | +31.0% | +36.6% |
| 6M | +30.1% | -14.5% | +44.6% | +30.1% |
| YTD | -10.3% | -0.7% | -9.6% | -13.5% |
| 1Y | -19.0% | -4.1% | -15.0% | -22.9% |
| 3Y | +25.8% | +148.9% | -123.1% | -12.1% |
| All | +70.7% | +169.1% | -98.4% | +14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling