+8,200.6%
USB vs MAS
+1,727.7%
+6,472.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.6% | -3.7% | -0.4% |
| 7D | +2.4% | +14.2% | -11.8% | -3.0% |
| 30D | +6.6% | +26.8% | -20.3% | -3.4% |
| 3M | -4.1% | +13.1% | -17.2% | -9.2% |
| 6M | +12.5% | +27.9% | -15.5% | +0.6% |
| YTD | +17.6% | +38.7% | -21.0% | +0.8% |
| 1Y | +36.5% | +40.4% | -3.9% | +16.3% |
| 3Y | +95.4% | +66.1% | +29.3% | +54.0% |
| 5Y | +26.1% | +47.4% | -21.3% | +2.5% |
| 10Y | +101.3% | +238.3% | -137.1% | +14.4% |
| All | +8,200.6% | +1,727.7% | +6,472.9% | +2,036.9% |
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