+422.0%
MAS vs UEC
-2.6%
+424.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.9% | +6.4% | -2.5% |
| 7D | +4.6% | -20.5% | +25.0% | +6.8% |
| 30D | +19.9% | -35.9% | +55.8% | +24.8% |
| 3M | +8.9% | -39.6% | +48.4% | +13.7% |
| 6M | +20.2% | -55.3% | +75.5% | +28.2% |
| YTD | +33.9% | -44.5% | +78.4% | +38.6% |
| 1Y | +34.7% | -50.4% | +85.1% | +40.3% |
| 3Y | +60.4% | +12.1% | +48.3% | +47.4% |
| 5Y | +43.5% | +41.5% | +2.0% | +21.6% |
| 10Y | +226.7% | +644.8% | -418.1% | +101.4% |
| All | +422.0% | -2.6% | +424.6% | +177.0% |
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 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