+89.2%
USB vs MKSI
+362.9%
-273.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.0% | -7.5% | 0.0% |
| 7D | +0.8% | +7.7% | -6.9% | -1.5% |
| 30D | +6.8% | -20.0% | +26.8% | +12.0% |
| 3M | -3.8% | -30.6% | +26.8% | +3.9% |
| 6M | +11.7% | -32.3% | +44.1% | +18.2% |
| YTD | +17.5% | +32.8% | -15.3% | +1.4% |
| 1Y | +33.8% | +37.3% | -3.5% | +13.9% |
| 3Y | +104.2% | +219.2% | -115.0% | +25.5% |
| 5Y | +26.4% | +36.1% | -9.7% | -4.3% |
| 10Y | +89.2% | +354.2% | -265.0% | +0.3% |
| All | +89.2% | +362.9% | -273.7% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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