External Synth Fluctuating Latency

I’ve just got my first external synth.

I’ve created a bass drum on the synth triggered by a MIDI track in Cubase (via USB to MIDI cable). When I record the drum it’s never on the beat, it can be anywhere between a couple and 10 milliseconds before or after the beat. Does anybody have any ideas why?

I’m not sure if I should be hooking up the synth as an ‘external instrument’ in Cubase? But I only have 2 ins and 2 outs so I don’t think I can.

Any help is appreciated.