+259.2%
USB vs MSCI
+2,756.4%
-2,497.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | -1.3% | +0.6% | -1.9% | -1.6% |
| 3M | +15.2% | -7.1% | +22.3% | +17.8% |
| 6M | +18.8% | +0.8% | +18.0% | +17.0% |
| YTD | +21.0% | +1.0% | +20.0% | +18.2% |
| 1Y | +34.0% | +4.3% | +29.7% | +28.4% |
| 3Y | +95.3% | +9.9% | +85.4% | +79.8% |
| 5Y | +40.4% | -6.8% | +47.1% | +33.3% |
| 10Y | +107.3% | +614.7% | -507.3% | -26.7% |
| All | +259.2% | +2,756.4% | -2,497.2% | -40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling