+410.9%
USB vs MKSI
+2,161.7%
-1,750.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.3% |
| 3M | +15.2% | -21.1% | +36.3% | +18.7% |
| 6M | +18.8% | +10.8% | +8.0% | +12.9% |
| YTD | +21.0% | +63.3% | -42.3% | +5.1% |
| 1Y | +34.0% | +157.0% | -123.0% | +4.4% |
| 3Y | +95.3% | +163.7% | -68.4% | +44.9% |
| 5Y | +40.4% | +82.0% | -41.6% | +9.1% |
| 10Y | +107.3% | +467.2% | -359.9% | +21.8% |
| All | +410.9% | +2,161.7% | -1,750.8% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling