-88.4%
MSTU vs UEC
+120.8%
-209.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.0% | -1.8% | -3.4% |
| 7D | -22.0% | -4.3% | -17.8% | -19.8% |
| 30D | +60.3% | -3.8% | +64.1% | +66.8% |
| 3M | -3.7% | +17.0% | -20.7% | -10.0% |
| 6M | -45.2% | -23.9% | -21.3% | -34.7% |
| YTD | -64.3% | -5.7% | -58.7% | -61.4% |
| 1Y | -94.0% | -12.5% | -81.5% | -93.7% |
| All | -88.4% | +120.8% | -209.2% | -93.6% |
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 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