+468.8%
MTSI vs UEC
+616.1%
-147.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.5% | -5.1% |
| 7D | +10.0% | -3.8% | +13.7% | +11.0% |
| 30D | -20.3% | -13.5% | -6.8% | -17.2% |
| 3M | -24.4% | -40.5% | +16.1% | -15.2% |
| 6M | -39.2% | -56.7% | +17.5% | -27.5% |
| YTD | +35.5% | -43.0% | +78.5% | +49.5% |
| 1Y | +43.0% | -42.5% | +85.6% | +57.2% |
| 3Y | +196.3% | +11.6% | +184.7% | +162.6% |
| 5Y | +210.0% | +21.8% | +188.3% | +142.3% |
| All | +468.8% | +616.1% | -147.4% | +167.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling