-99.1%
MSTZ vs UEC
+33.5%
-132.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +3.5% |
| 7D | +30.8% | -3.8% | +34.5% | +28.3% |
| 30D | +41.2% | -13.5% | +54.7% | +32.8% |
| 3M | -60.9% | -40.5% | -20.4% | -69.8% |
| 6M | -15.7% | -56.7% | +41.0% | -40.6% |
| YTD | -75.2% | -43.0% | -32.2% | -76.1% |
| 1Y | -59.8% | -42.5% | -17.3% | -59.8% |
| All | -99.1% | +33.5% | -132.6% | -97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling