+554.5%
MSTR vs UEC
+765.9%
-211.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.1% | -12.7% | -5.5% |
| 7D | -4.0% | +1.5% | -5.4% | -4.7% |
| 30D | -18.6% | -17.1% | -1.5% | -14.4% |
| 3M | +25.6% | -32.3% | +57.9% | +39.6% |
| 6M | -33.1% | -49.7% | +16.7% | -20.1% |
| YTD | -17.3% | -34.8% | +17.4% | -9.3% |
| 1Y | -48.1% | -37.5% | -10.5% | -42.7% |
| 3Y | +154.2% | +37.1% | +117.1% | +105.2% |
| 5Y | +46.2% | +44.3% | +1.9% | +9.2% |
| 10Y | +554.5% | +737.4% | -182.8% | +241.6% |
| All | +554.5% | +765.9% | -211.4% | +241.6% |
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