+440.6%
MAS vs UEC
+8.1%
+432.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.9% | +10.5% | +6.1% |
| 7D | +14.2% | -13.8% | +28.0% | +15.7% |
| 30D | +26.8% | -23.1% | +49.9% | +29.8% |
| 3M | +13.1% | -31.5% | +44.7% | +16.8% |
| 6M | +27.9% | -51.5% | +79.4% | +35.4% |
| YTD | +38.7% | -38.4% | +77.1% | +42.2% |
| 1Y | +40.4% | -44.7% | +85.1% | +44.8% |
| 3Y | +66.1% | +24.4% | +41.7% | +51.2% |
| 5Y | +47.4% | +57.3% | -9.9% | +23.7% |
| 10Y | +238.3% | +726.4% | -488.1% | +106.6% |
| All | +440.6% | +8.1% | +432.5% | +184.1% |
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