+8,026.5%
USB vs MSI
+4,479.6%
+3,547.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.1% | -3.1% |
| 7D | -1.5% | +5.1% | -6.5% | -2.7% |
| 30D | +4.3% | +13.3% | -9.0% | +1.0% |
| 3M | -6.1% | +18.3% | -24.4% | -10.2% |
| 6M | +9.4% | +18.7% | -9.3% | +4.1% |
| YTD | +15.2% | +36.0% | -20.8% | +5.5% |
| 1Y | +32.8% | +32.6% | +0.2% | +22.4% |
| 3Y | +91.3% | +78.3% | +13.0% | +62.4% |
| 5Y | +22.7% | +121.6% | -98.9% | -2.1% |
| 10Y | +97.0% | +689.0% | -592.0% | +16.3% |
| All | +8,026.5% | +4,479.6% | +3,547.0% | +2,837.1% |
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 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