+596.9%
MSI vs UEC
+908.7%
-311.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.5% |
| 7D | -4.0% | -0.2% | -3.8% | -4.0% |
| 30D | -0.5% | +1.9% | -2.4% | -0.8% |
| 3M | +11.4% | +8.9% | +2.5% | +9.9% |
| 6M | +1.0% | -14.5% | +15.4% | +1.0% |
| YTD | +20.7% | -0.7% | +21.3% | +18.3% |
| 1Y | -2.7% | -4.1% | +1.4% | -5.3% |
| 3Y | +68.2% | +148.9% | -80.7% | +43.5% |
| 5Y | +100.0% | +300.0% | -200.0% | +53.1% |
| 10Y | +596.9% | +994.3% | -397.5% | +324.2% |
| All | +596.9% | +908.7% | -311.8% | +324.2% |
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