-1.1%
MSI vs UEC
-1.0%
-0.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | -3.7% | -6.9% | +3.2% | -3.6% |
| 30D | +6.8% | +7.6% | -0.8% | +6.7% |
| 3M | +14.3% | -18.4% | +32.7% | +14.8% |
| 6M | -1.6% | -23.3% | +21.7% | -1.3% |
| YTD | +22.8% | -1.2% | +24.0% | +23.7% |
| 1Y | -1.1% | +2.3% | -3.4% | -0.5% |
| All | -1.1% | -1.0% | -0.1% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling