+61.7%
MAS vs BUD
+51.6%
+10.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.3% | -4.0% |
| 7D | +4.6% | +7.1% | -2.6% | +2.3% |
| 30D | +19.9% | +12.7% | +7.2% | +15.7% |
| 3M | +8.9% | 0.0% | +8.9% | +8.7% |
| 6M | +20.2% | +7.6% | +12.6% | +17.0% |
| YTD | +33.9% | +35.0% | -1.1% | +22.7% |
| 1Y | +34.7% | +37.6% | -2.9% | +22.9% |
| All | +61.7% | +51.6% | +10.1% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling