+690.7%
MSTR vs UEC
+933.9%
-243.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.4% | -5.3% |
| 7D | +9.3% | +2.6% | +6.7% | +8.4% |
| 30D | +36.5% | +5.6% | +30.9% | +34.3% |
| 3M | +7.3% | -5.7% | +13.0% | +8.6% |
| 6M | +2.2% | -8.0% | +10.3% | +2.5% |
| YTD | -10.2% | +1.8% | -12.0% | -12.7% |
| 1Y | -58.6% | +0.6% | -59.2% | -60.8% |
| 3Y | +283.2% | +155.2% | +128.0% | +160.4% |
| 5Y | +113.8% | +305.8% | -192.0% | +26.7% |
| 10Y | +690.7% | +943.0% | -252.2% | +257.6% |
| All | +690.7% | +933.9% | -243.2% | +257.6% |
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