+554.8%
MA vs BUD
-8.7%
+563.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | 0.0% |
| 7D | -0.3% | +1.3% | -1.7% | -0.9% |
| 30D | +11.3% | +10.0% | +1.3% | +7.3% |
| 3M | +16.7% | +1.6% | +15.1% | +15.7% |
| 6M | +32.8% | +6.5% | +26.3% | +29.1% |
| YTD | +15.6% | +34.8% | -19.2% | +1.4% |
| 1Y | +19.6% | +36.5% | -16.9% | +4.4% |
| 3Y | +72.1% | +49.0% | +23.1% | +41.3% |
| 5Y | +96.0% | +51.7% | +44.4% | +57.1% |
| 10Y | +554.8% | -7.5% | +562.3% | +482.5% |
| All | +554.8% | -8.7% | +563.5% | +482.5% |
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