+77.3%
MA vs USB
+94.5%
-17.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +3.3% |
| 7D | +10.2% | +2.4% | +7.8% | +9.4% |
| 30D | +19.3% | +6.6% | +12.8% | +17.0% |
| 3M | +18.0% | -4.1% | +22.1% | +19.4% |
| 6M | +33.7% | +12.5% | +21.2% | +28.6% |
| YTD | +18.6% | +17.6% | +1.0% | +12.4% |
| 1Y | +22.5% | +36.5% | -14.0% | +10.8% |
| All | +77.3% | +94.5% | -17.2% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling