-92.0%
MSTU vs UEC
+36.3%
-128.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -5.9% | -7.0% | -8.9% |
| 7D | -23.0% | +4.9% | -27.9% | -26.1% |
| 30D | -47.7% | -17.5% | -30.2% | -39.7% |
| 3M | +12.5% | -40.1% | +52.6% | +61.5% |
| 6M | -76.1% | -56.1% | -19.9% | -58.6% |
| YTD | -75.5% | -41.8% | -33.7% | -63.3% |
| 1Y | -90.1% | -44.8% | -45.3% | -84.7% |
| All | -92.0% | +36.3% | -128.3% | -93.9% |
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 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