+1,050.7%
MSTR vs UEC
+73.5%
+977.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | +12.2% | -6.9% | +19.1% | +13.6% |
| 30D | +45.2% | +7.6% | +37.5% | +43.4% |
| 3M | +10.4% | -18.4% | +28.8% | +14.2% |
| 6M | -2.5% | -23.3% | +20.8% | +1.1% |
| YTD | -6.0% | -1.2% | -4.8% | -6.7% |
| 1Y | -56.4% | +2.3% | -58.7% | -57.7% |
| 3Y | +306.3% | +162.3% | +144.0% | +226.6% |
| 5Y | +100.5% | +287.2% | -186.8% | +51.3% |
| 10Y | +741.1% | +1,009.6% | -268.5% | +414.9% |
| All | +1,050.7% | +73.5% | +977.2% | +544.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling