+91.7%
USB vs MSI
+676.2%
-584.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | 0.0% | +4.7% | -4.7% | -2.2% |
| 30D | +5.8% | +14.8% | -8.9% | -0.8% |
| 3M | -6.0% | +8.8% | -14.8% | -9.8% |
| 6M | +7.8% | +19.3% | -11.5% | -2.1% |
| YTD | +14.6% | +35.3% | -20.7% | -2.9% |
| 1Y | +31.8% | +33.8% | -2.0% | +12.3% |
| 3Y | +91.5% | +74.4% | +17.1% | +38.4% |
| 5Y | +22.0% | +120.5% | -98.5% | -24.3% |
| All | +91.7% | +676.2% | -584.5% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling