+18.7%
MA vs BUD
+36.0%
-17.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | +2.3% | +4.5% | -2.2% | +1.8% |
| 30D | +14.7% | +12.5% | +2.2% | +13.4% |
| 3M | +13.5% | 0.0% | +13.5% | +12.9% |
| 6M | +33.1% | +3.8% | +29.3% | +32.2% |
| YTD | +15.1% | +33.1% | -18.0% | +6.0% |
| 1Y | +18.7% | +35.5% | -16.8% | +8.3% |
| All | +18.7% | +36.0% | -17.2% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling