+556.3%
MA vs USB
+93.8%
+462.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.6% |
| 7D | +3.2% | -1.5% | +4.6% | +3.9% |
| 30D | +15.9% | +4.3% | +11.6% | +13.9% |
| 3M | +15.2% | -6.1% | +21.2% | +18.2% |
| 6M | +32.4% | +9.4% | +23.0% | +26.7% |
| YTD | +15.6% | +15.2% | +0.5% | +7.9% |
| 1Y | +19.3% | +32.8% | -13.4% | +4.5% |
| 3Y | +73.0% | +91.3% | -18.3% | +24.5% |
| 5Y | +93.7% | +22.7% | +71.1% | +68.9% |
| All | +556.3% | +93.8% | +462.5% | +374.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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