+43.5%
MAS vs BUD
+50.9%
-7.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.3% | -4.2% |
| 7D | +4.6% | +7.1% | -2.6% | +1.8% |
| 30D | +19.9% | +12.7% | +7.2% | +14.4% |
| 3M | +8.9% | 0.0% | +8.9% | +8.7% |
| 6M | +20.2% | +7.6% | +12.6% | +16.2% |
| YTD | +33.9% | +35.0% | -1.1% | +18.4% |
| 1Y | +34.7% | +37.6% | -2.9% | +18.3% |
| 3Y | +60.4% | +51.5% | +8.9% | +31.3% |
| 5Y | +43.5% | +50.2% | -6.8% | +12.9% |
| All | +43.5% | +50.9% | -7.4% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling