+109.7%
USB vs MSI
+595.6%
-485.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | +1.4% | -3.7% | +5.1% | +3.1% |
| 30D | -1.3% | +6.8% | -8.1% | -4.7% |
| 3M | +15.2% | +14.3% | +0.9% | +7.6% |
| 6M | +18.8% | -1.6% | +20.4% | +18.3% |
| YTD | +21.0% | +22.8% | -1.8% | +7.5% |
| 1Y | +34.0% | -1.1% | +35.1% | +32.2% |
| 3Y | +95.3% | +70.5% | +24.8% | +42.1% |
| 5Y | +40.4% | +102.8% | -62.4% | -9.3% |
| All | +109.7% | +595.6% | -485.9% | -14.1% |
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