+145.1%
MS vs USB
+40.0%
+105.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | +1.4% | +1.4% | -0.1% | +0.5% |
| 30D | -0.3% | -1.3% | +1.1% | +0.6% |
| 3M | +0.3% | +15.2% | -14.9% | -8.5% |
| 6M | +31.3% | +18.8% | +12.5% | +17.5% |
| YTD | +24.7% | +21.0% | +3.6% | +10.4% |
| 1Y | +47.9% | +34.0% | +13.9% | +22.7% |
| 3Y | +178.3% | +95.3% | +83.0% | +84.5% |
| All | +145.1% | +40.0% | +105.0% | +86.7% |
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