+33.2%
MA vs BUD
+4.7%
+28.4%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.0% |
| 7D | -1.8% | +0.5% | -2.3% | -2.0% |
| 30D | +11.0% | +7.4% | +3.6% | +8.6% |
| 3M | +17.9% | +4.3% | +13.6% | +16.0% |
| 6M | +33.2% | +5.3% | +27.9% | +30.0% |
| All | +33.2% | +4.7% | +28.4% | +30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling