+41.2%
USB vs MKSI
+81.2%
-40.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.5% | -1.2% |
| 7D | +1.4% | +1.8% | -0.3% | +1.0% |
| 30D | -1.3% | -16.8% | +15.5% | +2.5% |
| 3M | +15.2% | -21.1% | +36.3% | +18.5% |
| 6M | +18.8% | +10.8% | +8.0% | +11.3% |
| YTD | +21.0% | +63.3% | -42.3% | +2.0% |
| 1Y | +34.0% | +157.0% | -123.0% | -1.1% |
| 3Y | +95.3% | +163.7% | -68.4% | +32.6% |
| All | +41.2% | +81.2% | -40.1% | +4.5% |
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 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