+352.7%
MAS vs UEC
+73.5%
+279.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | -0.8% | -6.9% | +6.2% | -0.1% |
| 30D | -5.6% | +7.6% | -13.2% | -6.4% |
| 3M | +4.4% | -18.4% | +22.8% | +5.8% |
| 6M | +7.2% | -23.3% | +30.5% | +8.6% |
| YTD | +16.1% | -1.2% | +17.3% | +14.0% |
| 1Y | +0.1% | +2.3% | -2.2% | -3.1% |
| 3Y | +28.3% | +162.3% | -134.0% | +8.4% |
| 5Y | +30.5% | +287.2% | -256.8% | -0.4% |
| 10Y | +139.1% | +1,009.6% | -870.5% | +42.4% |
| All | +352.7% | +73.5% | +279.2% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling