+35.3%
MAS vs UEC
+274.7%
-239.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | -0.8% | -6.9% | +6.2% | -0.2% |
| 30D | -5.6% | +7.6% | -13.2% | -6.2% |
| 3M | +4.4% | -18.4% | +22.8% | +5.3% |
| 6M | +7.2% | -23.3% | +30.5% | +8.1% |
| YTD | +16.1% | -1.2% | +17.3% | +14.6% |
| 1Y | +0.1% | +2.3% | -2.2% | -2.4% |
| 3Y | +28.3% | +162.3% | -134.0% | +11.7% |
| All | +35.3% | +274.7% | -239.4% | +12.4% |
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