+8,438.8%
USB vs MAS
+1,430.5%
+7,008.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.0% | -1.0% |
| 7D | +1.4% | -0.8% | +2.2% | +1.7% |
| 30D | -1.3% | -5.6% | +4.3% | +0.8% |
| 3M | +15.2% | +4.4% | +10.8% | +12.3% |
| 6M | +18.8% | +7.2% | +11.6% | +13.8% |
| YTD | +21.0% | +16.1% | +4.9% | +11.7% |
| 1Y | +34.0% | +0.1% | +33.9% | +31.1% |
| 3Y | +95.3% | +28.3% | +67.0% | +71.2% |
| 5Y | +40.4% | +30.5% | +9.9% | +19.8% |
| 10Y | +107.3% | +139.1% | -31.8% | +35.0% |
| All | +8,438.8% | +1,430.5% | +7,008.4% | +2,268.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling