+8,200.6%
USB vs MSI
+4,302.2%
+3,898.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.6% |
| 7D | +2.4% | +2.8% | -0.4% | +1.7% |
| 30D | +6.6% | +9.1% | -2.6% | +4.2% |
| 3M | -4.1% | +12.5% | -16.6% | -7.1% |
| 6M | +12.5% | +14.2% | -1.7% | +8.1% |
| YTD | +17.6% | +30.7% | -13.1% | +8.9% |
| 1Y | +36.5% | +27.5% | +9.0% | +27.2% |
| 3Y | +95.4% | +71.4% | +24.0% | +67.7% |
| 5Y | +26.1% | +109.6% | -83.5% | +2.1% |
| 10Y | +101.3% | +658.5% | -557.2% | +20.0% |
| All | +8,200.6% | +4,302.2% | +3,898.4% | +2,931.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling