-99.2%
MSTZ vs UEC
+131.3%
-230.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.4% | +2.8% |
| 7D | -29.7% | -6.9% | -22.8% | -33.0% |
| 30D | -65.3% | +7.6% | -72.9% | -62.0% |
| 3M | -57.3% | -18.4% | -38.9% | -56.8% |
| 6M | -61.6% | -23.3% | -38.4% | -59.6% |
| YTD | -78.3% | -1.2% | -77.1% | -71.2% |
| 1Y | -30.2% | +2.3% | -32.5% | +0.6% |
| All | -99.2% | +131.3% | -230.5% | -97.4% |
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