-55.5%
MSTZ vs UEC
-44.4%
-11.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -5.9% | +13.5% | +2.7% |
| 7D | +21.1% | -5.2% | +26.3% | +16.9% |
| 30D | +40.1% | -22.0% | +62.1% | +18.7% |
| 3M | -66.1% | -37.0% | -29.1% | -74.8% |
| 6M | -20.7% | -52.7% | +32.0% | -46.6% |
| YTD | -78.6% | -38.6% | -40.0% | -78.0% |
| 1Y | -55.5% | -44.6% | -10.9% | -54.9% |
| All | -55.5% | -44.4% | -11.1% | -54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling