-42.3%
MSTR vs UEC
-46.3%
+4.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.9% | +10.0% | +7.2% |
| 7D | -1.8% | -13.8% | +12.0% | +4.6% |
| 30D | -13.3% | -23.1% | +9.8% | -3.4% |
| 3M | +46.0% | -31.5% | +77.5% | +70.1% |
| 6M | -22.4% | -51.5% | +29.0% | +1.4% |
| YTD | -6.2% | -38.4% | +32.2% | +9.1% |
| 1Y | -42.3% | -44.7% | +2.4% | -31.1% |
| All | -42.3% | -46.3% | +4.1% | -31.1% |
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 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