+96.6%
USB vs MSCI
+40.5%
+56.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.5% | +0.4% |
| 7D | +2.4% | +11.5% | -9.1% | -0.6% |
| 30D | +6.6% | +22.1% | -15.5% | +0.9% |
| 3M | -4.1% | +18.4% | -22.5% | -8.6% |
| 6M | +12.5% | +16.6% | -4.2% | +6.9% |
| YTD | +17.6% | +18.8% | -1.2% | +10.3% |
| 1Y | +36.5% | +19.0% | +17.5% | +27.9% |
| All | +96.6% | +40.5% | +56.1% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 3y: compounded portfolio wealth divided by compounded MSCI 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…
3y analysis · Full analysis span regression · 6 months rolling