If it helps, I wear a merino base layer and thermal jersey on cool days; add a shell on top when it gets to around the freezing mark; thermal jersey + soft shell jacket down to -5C or so; base layer, thermal jersey, and soft shell down to -15ish; and a polar fleece or wool sweater in addition to the other layers when it's -20.

You need to wick sweat/water vapour away from your skin but then give it a chance to evaporate. Dual-layer fabrics are good for this - usually they look fuzzy or otherwise textured on the side against your skin, to pick up and move the moisture away, then smooth on the outer surface to let the water spread out and dry. I don't know if Under Armor actually wicks very well or if it acts more like the old poly-pro stuff that just trapped a layer of warm moist air against your body (shudder!).

Then you have to look at your outer layers - Gore-Tex can actually trap more moisture inside the jacket if you're working very hard or the air is vary cold, because the breathable membrane just can't keep up with the sheer volume, or it may get physically blocked by frost.