+383.8%
USB vs MKSI
+1,570.5%
-1,186.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.2% | -2.3% |
| 7D | 0.0% | -4.8% | +4.8% | +0.8% |
| 30D | +5.8% | -29.6% | +35.4% | +13.1% |
| 3M | -6.0% | -33.9% | +28.0% | +1.3% |
| 6M | +7.8% | -34.4% | +42.2% | +13.9% |
| YTD | +14.6% | +20.6% | -6.0% | +5.0% |
| 1Y | +31.8% | +24.4% | +7.4% | +19.7% |
| 3Y | +91.5% | +189.2% | -97.7% | +37.8% |
| 5Y | +22.0% | +24.5% | -2.5% | +1.8% |
| 10Y | +96.1% | +327.6% | -231.5% | +21.1% |
| All | +383.8% | +1,570.5% | -1,186.8% | +132.5% |
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 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