+663.4%
MSI vs UEC
+616.1%
+47.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.3% |
| 7D | +3.2% | -3.8% | +7.0% | +3.5% |
| 30D | +17.6% | -13.5% | +31.1% | +18.7% |
| 3M | +14.5% | -40.5% | +55.0% | +19.0% |
| 6M | +34.3% | -56.7% | +90.9% | +42.3% |
| YTD | +39.7% | -43.0% | +82.7% | +43.1% |
| 1Y | +40.2% | -42.5% | +82.7% | +42.8% |
| 3Y | +77.1% | +11.6% | +65.6% | +62.3% |
| 5Y | +124.0% | +21.8% | +102.3% | +92.1% |
| All | +663.4% | +616.1% | +47.3% | +389.0% |
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