+72.2%
MSFU vs UEC
+175.9%
-103.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.4% | -2.8% |
| 7D | -3.2% | +2.6% | -5.8% | -3.6% |
| 30D | -3.1% | +5.6% | -8.7% | -4.5% |
| 3M | +35.3% | -5.7% | +41.0% | +35.1% |
| 6M | +31.6% | -8.0% | +39.6% | +29.9% |
| YTD | -9.5% | +1.8% | -11.3% | -13.1% |
| 1Y | -18.4% | +0.6% | -19.0% | -23.0% |
| 3Y | +26.9% | +155.2% | -128.2% | -11.7% |
| All | +72.2% | +175.9% | -103.6% | +15.1% |
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 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