+91.5%
USB vs MKSI
+186.3%
-94.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.2% | -2.0% |
| 7D | 0.0% | -4.8% | +4.8% | +0.7% |
| 30D | +5.8% | -29.6% | +35.4% | +12.2% |
| 3M | -6.0% | -33.9% | +28.0% | +0.5% |
| 6M | +7.8% | -34.4% | +42.2% | +12.3% |
| YTD | +14.6% | +20.6% | -6.0% | +1.9% |
| 1Y | +31.8% | +24.4% | +7.4% | +16.0% |
| 3Y | +91.5% | +189.2% | -97.7% | +3.5% |
| All | +91.5% | +186.3% | -94.7% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling