+105.9%
USB vs MKSI
+491.4%
-385.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.9% |
| 7D | +2.1% | +7.7% | -5.6% | +0.1% |
| 30D | -2.3% | -12.9% | +10.6% | +1.0% |
| 3M | +13.9% | -14.8% | +28.7% | +15.5% |
| 6M | +21.6% | +26.6% | -5.1% | +9.3% |
| YTD | +19.3% | +66.6% | -47.3% | -1.5% |
| 1Y | +33.6% | +144.6% | -111.0% | -2.7% |
| 3Y | +97.7% | +193.1% | -95.4% | +27.4% |
| 5Y | +40.4% | +88.6% | -48.1% | -1.5% |
| 10Y | +105.9% | +490.9% | -385.0% | -4.6% |
| All | +105.9% | +491.4% | -385.5% | -4.6% |
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