+22.7%
USB vs MSCI
+4.3%
+18.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.2% |
| 7D | -1.5% | +6.0% | -7.5% | -3.4% |
| 30D | +4.3% | +18.2% | -13.9% | -1.3% |
| 3M | -6.1% | +15.1% | -21.2% | -10.5% |
| 6M | +9.4% | +13.7% | -4.3% | +3.9% |
| YTD | +15.2% | +15.6% | -0.4% | +7.9% |
| 1Y | +32.8% | +16.3% | +16.4% | +24.0% |
| 3Y | +91.3% | +36.9% | +54.4% | +65.2% |
| 5Y | +22.7% | +6.3% | +16.4% | +8.4% |
| All | +22.7% | +4.3% | +18.3% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling