-99.3%
MSTZ vs UEC
+38.7%
-138.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | +5.4% |
| 7D | -1.2% | -10.2% | +9.0% | -7.4% |
| 30D | +22.2% | -26.9% | +49.1% | +2.9% |
| 3M | -70.4% | -35.7% | -34.7% | -76.1% |
| 6M | -31.0% | -56.1% | +25.1% | -50.8% |
| YTD | -81.0% | -40.8% | -40.3% | -81.4% |
| 1Y | -61.2% | -43.4% | -17.8% | -61.3% |
| All | -99.3% | +38.7% | -138.0% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling