+83.6%
USB vs MKSI
+386.6%
-303.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -6.0% | -1.5% |
| 7D | -0.5% | +15.9% | -16.5% | -4.5% |
| 30D | +5.7% | -9.6% | +15.3% | +7.5% |
| 3M | -4.7% | -23.2% | +18.5% | +0.3% |
| 6M | +13.4% | -29.2% | +42.6% | +18.6% |
| YTD | +17.0% | +41.8% | -24.8% | -0.8% |
| 1Y | +32.4% | +48.7% | -16.3% | +10.4% |
| 3Y | +101.7% | +225.3% | -123.6% | +23.5% |
| 5Y | +24.4% | +43.6% | -19.1% | -6.9% |
| 10Y | +83.6% | +370.2% | -286.6% | -5.6% |
| All | +83.6% | +386.6% | -303.0% | -5.6% |
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