-56.4%
MSTR vs UEC
-1.0%
-55.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +12.2% | -6.9% | +19.1% | +14.9% |
| 30D | +45.2% | +7.6% | +37.5% | +41.9% |
| 3M | +10.4% | -18.4% | +28.8% | +15.9% |
| 6M | -2.5% | -23.3% | +20.8% | +2.5% |
| YTD | -6.0% | -1.2% | -4.8% | -3.7% |
| 1Y | -56.4% | +2.3% | -58.7% | -53.7% |
| All | -56.4% | -1.0% | -55.4% | -53.7% |
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