+24.5%
USB vs MKSI
+40.0%
-15.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | 0.0% |
| 7D | +1.2% | +25.3% | -24.1% | -3.6% |
| 30D | +6.3% | -10.5% | +16.8% | +8.1% |
| 3M | -6.1% | -27.7% | +21.6% | -0.5% |
| 6M | +13.0% | -28.8% | +41.8% | +17.1% |
| YTD | +16.6% | +39.0% | -22.4% | +0.5% |
| 1Y | +31.1% | +45.2% | -14.1% | +11.4% |
| 3Y | +100.9% | +218.8% | -117.9% | +26.6% |
| 5Y | +24.5% | +38.1% | -13.6% | -4.8% |
| All | +24.5% | +40.0% | -15.5% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling