+180.5%
MSTR vs UEC
+19.3%
+161.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.8% | -7.1% | -2.5% |
| 7D | -1.2% | -10.2% | +9.0% | +2.2% |
| 30D | -15.9% | -26.9% | +11.0% | -7.0% |
| 3M | +33.1% | -35.7% | +68.8% | +53.0% |
| 6M | -31.0% | -56.1% | +25.1% | -12.2% |
| YTD | -15.1% | -40.8% | +25.6% | -1.8% |
| 1Y | -45.6% | -43.4% | -2.3% | -36.7% |
| 3Y | +180.5% | +25.4% | +155.1% | +154.5% |
| All | +180.5% | +19.3% | +161.2% | +154.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling