+553.1%
MA vs BUD
-9.0%
+562.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | +2.3% | +4.5% | -2.2% | +0.6% |
| 30D | +14.7% | +12.5% | +2.2% | +9.6% |
| 3M | +13.5% | 0.0% | +13.5% | +13.3% |
| 6M | +33.1% | +3.8% | +29.3% | +30.7% |
| YTD | +15.1% | +33.1% | -18.0% | +1.5% |
| 1Y | +18.7% | +35.5% | -16.8% | +3.9% |
| 3Y | +72.1% | +49.4% | +22.7% | +41.0% |
| 5Y | +92.8% | +48.0% | +44.7% | +56.1% |
| All | +553.1% | -9.0% | +562.1% | +481.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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