+41.2%
USB vs MAS
+32.0%
+9.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.0% | -1.0% |
| 7D | +1.4% | -0.8% | +2.2% | +1.8% |
| 30D | -1.3% | -5.6% | +4.3% | +1.0% |
| 3M | +15.2% | +4.4% | +10.8% | +11.7% |
| 6M | +18.8% | +7.2% | +11.6% | +12.9% |
| YTD | +21.0% | +16.1% | +4.9% | +9.9% |
| 1Y | +34.0% | +0.1% | +33.9% | +30.5% |
| 3Y | +95.3% | +28.3% | +67.0% | +65.7% |
| All | +41.2% | +32.0% | +9.2% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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