+684.1%
MS vs USB
+100.3%
+583.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +2.8% |
| 7D | +2.6% | +2.4% | +0.2% | +0.9% |
| 30D | +2.6% | +6.6% | -4.0% | -2.3% |
| 3M | -10.1% | -4.1% | -6.0% | -7.4% |
| 6M | +4.4% | +12.5% | -8.1% | -5.0% |
| YTD | +11.7% | +17.6% | -5.9% | -1.6% |
| 1Y | +20.9% | +36.5% | -15.6% | -4.8% |
| 3Y | +177.1% | +95.4% | +81.7% | +64.5% |
| 5Y | +127.7% | +26.1% | +101.6% | +81.9% |
| 10Y | +684.1% | +101.3% | +582.8% | +257.0% |
| All | +684.1% | +100.3% | +583.8% | +257.0% |
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