+32.4%
MSFU vs UEC
+151.4%
-119.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.4% | -4.2% |
| 7D | -5.7% | -6.9% | +1.2% | -4.7% |
| 30D | +4.2% | +7.6% | -3.5% | +2.7% |
| 3M | +27.9% | -18.4% | +46.3% | +30.1% |
| 6M | +37.1% | -23.3% | +60.4% | +39.0% |
| YTD | -7.4% | -1.2% | -6.2% | -9.7% |
| 1Y | -19.6% | +2.3% | -21.9% | -23.1% |
| All | +32.4% | +151.4% | -119.0% | +8.3% |
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