+808.5%
MS vs USB
+107.5%
+701.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.5% |
| 7D | +1.4% | +1.4% | -0.1% | +0.3% |
| 30D | -0.3% | -1.3% | +1.1% | +0.7% |
| 3M | +0.3% | +15.2% | -14.9% | -10.1% |
| 6M | +31.3% | +18.8% | +12.5% | +15.0% |
| YTD | +24.7% | +21.0% | +3.6% | +7.6% |
| 1Y | +47.9% | +34.0% | +13.9% | +18.0% |
| 3Y | +178.3% | +95.3% | +83.0% | +64.1% |
| 5Y | +144.9% | +40.4% | +104.5% | +78.8% |
| All | +808.5% | +107.5% | +701.0% | +309.1% |
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