+40.4%
MSTR vs UEC
+21.1%
+19.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.4% | -1.6% |
| 7D | -13.4% | -3.8% | -9.7% | -12.4% |
| 30D | -22.1% | -13.5% | -8.6% | -17.7% |
| 3M | +15.0% | -40.5% | +55.4% | +40.4% |
| 6M | -37.3% | -56.7% | +19.4% | -14.9% |
| YTD | -26.5% | -43.0% | +16.4% | -12.8% |
| 1Y | -46.5% | -42.5% | -3.9% | -37.4% |
| 3Y | +121.1% | +11.6% | +109.5% | +60.1% |
| All | +40.4% | +21.1% | +19.3% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling