+18.8%
USB vs MKSI
+9.9%
+8.9%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.5% | -0.5% |
| 7D | +1.4% | +1.8% | -0.3% | +1.3% |
| 30D | -1.3% | -16.8% | +15.5% | -0.2% |
| 3M | +15.2% | -21.1% | +36.3% | +14.3% |
| 6M | +18.8% | +10.8% | +8.0% | +9.0% |
| All | +18.8% | +9.9% | +8.9% | +9.0% |
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 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