+43.5%
MAS vs UEC
+42.4%
+1.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.9% | +6.4% | -2.7% |
| 7D | +4.6% | -20.5% | +25.0% | +6.3% |
| 30D | +19.9% | -35.9% | +55.8% | +23.8% |
| 3M | +8.9% | -39.6% | +48.4% | +12.7% |
| 6M | +20.2% | -55.3% | +75.5% | +26.4% |
| YTD | +33.9% | -44.5% | +78.4% | +37.6% |
| 1Y | +34.7% | -50.4% | +85.1% | +39.1% |
| 3Y | +60.4% | +12.1% | +48.3% | +48.3% |
| 5Y | +43.5% | +41.5% | +2.0% | +23.7% |
| All | +43.5% | +42.4% | +1.0% | +23.7% |
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