+33.6%
USB vs MKSI
+152.0%
-118.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.6% |
| 7D | +2.1% | +7.7% | -5.6% | +1.4% |
| 30D | -2.3% | -12.9% | +10.6% | -1.1% |
| 3M | +13.9% | -14.8% | +28.7% | +13.3% |
| 6M | +21.6% | +26.6% | -5.1% | +13.3% |
| YTD | +19.3% | +66.6% | -47.3% | +6.9% |
| 1Y | +33.6% | +144.6% | -111.0% | +15.0% |
| All | +33.6% | +152.0% | -118.4% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling