+7.8%
USB vs MKSI
-34.7%
+42.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.2% | -0.6% |
| 7D | 0.0% | -4.8% | +4.8% | 0.0% |
| 30D | +5.8% | -29.6% | +35.4% | +6.4% |
| 3M | -6.0% | -33.9% | +28.0% | -5.3% |
| 6M | +7.8% | -34.4% | +42.2% | +5.5% |
| All | +7.8% | -34.7% | +42.5% | +5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling