+4,236.0%
MA vs BUD
+219.3%
+4,016.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -3.2% |
| 7D | +3.2% | +7.1% | -4.0% | +0.3% |
| 30D | +15.9% | +12.7% | +3.3% | +10.2% |
| 3M | +15.2% | 0.0% | +15.1% | +14.9% |
| 6M | +32.4% | +7.6% | +24.8% | +27.7% |
| YTD | +15.6% | +35.0% | -19.4% | +0.4% |
| 1Y | +19.3% | +37.6% | -18.2% | +2.7% |
| 3Y | +73.0% | +51.5% | +21.4% | +39.0% |
| 5Y | +93.7% | +50.2% | +43.5% | +53.9% |
| 10Y | +575.0% | -7.2% | +582.2% | +519.6% |
| All | +4,236.0% | +219.3% | +4,016.8% | +2,112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling