+106.6%
MA vs USB
+23.7%
+82.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.8% |
| 3M | +18.0% | -4.1% | +22.1% | +19.5% |
| 6M | +33.7% | +12.5% | +21.2% | +28.2% |
| YTD | +18.6% | +17.6% | +1.0% | +11.8% |
| 1Y | +22.5% | +36.5% | -14.0% | +9.8% |
| 3Y | +77.4% | +95.4% | -18.0% | +38.2% |
| 5Y | +106.6% | +26.1% | +80.5% | +99.7% |
| All | +106.6% | +23.7% | +82.9% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling